+663.5%
PHM vs EXEL
+320.7%
+342.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -4.1% | -0.8% | -3.3% | -4.0% |
| 30D | +16.1% | +13.1% | +3.0% | +13.7% |
| 3M | -2.5% | +36.3% | -38.8% | -7.6% |
| 6M | +12.9% | +34.5% | -21.6% | +7.2% |
| YTD | +9.0% | +57.4% | -48.4% | +0.5% |
| 1Y | +8.2% | +62.9% | -54.8% | -1.0% |
| 3Y | +58.4% | +229.5% | -171.1% | +25.1% |
| 5Y | +159.2% | +281.2% | -122.0% | +96.8% |
| All | +663.5% | +320.7% | +342.8% | +452.9% |
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