+2,873.4%
PHM vs EXEL
+346.4%
+2,527.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.6% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | +16.5% | +17.9% | -1.4% | +12.9% |
| 3M | +0.6% | +33.3% | -32.6% | -4.7% |
| 6M | +11.6% | +46.6% | -35.0% | +3.7% |
| YTD | +12.1% | +61.0% | -48.9% | +2.0% |
| 1Y | +9.6% | +70.4% | -60.8% | -1.4% |
| 3Y | +62.3% | +236.1% | -173.8% | +25.4% |
| 5Y | +170.4% | +284.8% | -114.4% | +101.1% |
| 10Y | +683.0% | +348.4% | +334.6% | +414.7% |
| All | +2,873.4% | +346.4% | +2,527.1% | +965.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling