-8.8%
PHM vs EXR
+1.1%
-9.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.0% |
| 7D | -3.2% | -2.6% | -0.6% | -1.4% |
| 30D | -6.4% | -7.2% | +0.8% | -1.4% |
| 3M | +5.5% | -3.5% | +9.0% | +8.2% |
| 6M | -5.4% | -5.3% | -0.2% | -2.8% |
| YTD | +6.6% | +9.4% | -2.8% | -0.2% |
| 1Y | -8.8% | +1.3% | -10.2% | -14.0% |
| All | -8.8% | +1.1% | -9.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling