+744.0%
PHM vs EXPD
+334.2%
+409.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.0% |
| 7D | +3.5% | -5.5% | +9.0% | +6.6% |
| 30D | +21.2% | -1.9% | +23.1% | +22.1% |
| 3M | +2.5% | +6.1% | -3.6% | -1.7% |
| 6M | +16.1% | +21.6% | -5.5% | +2.4% |
| YTD | +16.6% | +27.9% | -11.3% | -2.2% |
| 1Y | +14.4% | +39.4% | -25.0% | -9.2% |
| 3Y | +71.9% | +72.7% | -0.8% | +16.7% |
| 5Y | +174.3% | +60.3% | +114.0% | +91.3% |
| 10Y | +744.0% | +332.6% | +411.4% | +207.7% |
| All | +744.0% | +334.2% | +409.8% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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