+147.6%
PHM vs EXPD
+61.6%
+86.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -3.2% | -1.1% | -2.1% | -2.6% |
| 30D | -6.4% | +4.1% | -10.5% | -8.5% |
| 3M | +5.5% | +17.9% | -12.4% | -3.7% |
| 6M | -5.4% | +29.2% | -34.7% | -18.3% |
| YTD | +6.6% | +27.4% | -20.8% | -8.6% |
| 1Y | -8.8% | +56.8% | -65.7% | -31.5% |
| 3Y | +54.1% | +68.0% | -13.9% | +9.2% |
| All | +147.6% | +61.6% | +86.0% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling