+546.9%
PHM vs EXEL
+386.3%
+160.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -6.4% | -2.9% | -3.5% | -5.9% |
| 30D | -12.1% | +11.9% | -24.0% | -13.7% |
| 3M | -1.5% | +9.2% | -10.8% | -3.0% |
| 6M | -6.0% | +39.1% | -45.1% | -10.9% |
| YTD | -0.3% | +31.0% | -31.3% | -4.8% |
| 1Y | -13.3% | +52.3% | -65.7% | -19.5% |
| 3Y | +47.6% | +159.7% | -112.2% | +22.9% |
| 5Y | +154.7% | +187.7% | -33.0% | +105.6% |
| All | +546.9% | +386.3% | +160.6% | +388.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling