+545.9%
PHM vs EXPD
+308.0%
+237.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.6% |
| 7D | -2.5% | -0.9% | -1.6% | -1.9% |
| 30D | -9.7% | +4.1% | -13.7% | -11.8% |
| 3M | +2.2% | +13.8% | -11.6% | -5.6% |
| 6M | -5.7% | +27.3% | -33.0% | -19.0% |
| YTD | +2.8% | +25.4% | -22.6% | -12.3% |
| 1Y | -14.4% | +54.4% | -68.8% | -36.4% |
| 3Y | +52.2% | +67.9% | -15.7% | +5.6% |
| 5Y | +154.3% | +59.2% | +95.1% | +77.9% |
| 10Y | +545.9% | +308.6% | +237.3% | +153.3% |
| All | +545.9% | +308.0% | +237.9% | +153.3% |
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