+11,095.6%
PHM vs EXPD
+30,859.1%
-19,763.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.8% |
| 30D | -6.4% | +4.1% | -10.5% | -7.9% |
| 3M | +5.5% | +17.9% | -12.4% | -0.9% |
| 6M | -5.4% | +29.2% | -34.7% | -14.4% |
| YTD | +6.6% | +27.4% | -20.8% | -3.7% |
| 1Y | -8.8% | +56.8% | -65.7% | -23.9% |
| 3Y | +54.1% | +68.0% | -13.9% | +25.1% |
| 5Y | +144.5% | +61.9% | +82.6% | +100.1% |
| 10Y | +569.4% | +316.0% | +253.4% | +295.3% |
| All | +11,095.6% | +30,859.1% | -19,763.5% | +3,970.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling