+662.9%
PHM vs EXEL
+325.9%
+337.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -6.1% | +1.6% | -7.7% | -6.4% |
| 30D | +13.7% | +17.4% | -3.6% | +10.6% |
| 3M | -1.5% | +38.6% | -40.2% | -6.9% |
| 6M | +11.3% | +41.2% | -29.9% | +4.8% |
| YTD | +8.9% | +59.3% | -50.4% | +0.2% |
| 1Y | +6.1% | +60.2% | -54.1% | -2.6% |
| 3Y | +57.7% | +232.6% | -174.9% | +24.3% |
| 5Y | +159.0% | +285.9% | -126.9% | +96.2% |
| All | +662.9% | +325.9% | +337.0% | +451.3% |
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