+157.3%
PHM vs EXEL
+194.6%
-37.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.1% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | -8.6% | +10.1% | -18.7% | -10.1% |
| 3M | -2.9% | +10.1% | -13.0% | -4.6% |
| 6M | -5.7% | +37.7% | -43.4% | -10.8% |
| YTD | +1.9% | +33.1% | -31.2% | -3.3% |
| 1Y | -12.3% | +52.4% | -64.7% | -18.8% |
| 3Y | +50.8% | +163.8% | -113.1% | +20.6% |
| 5Y | +157.3% | +198.5% | -41.2% | +88.0% |
| All | +157.3% | +194.6% | -37.3% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling