+566.5%
PHM vs EXR
+144.7%
+421.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.4% |
| 7D | -3.9% | -3.1% | -0.8% | -2.3% |
| 30D | -8.6% | -7.5% | -1.0% | -4.7% |
| 3M | -2.9% | -7.5% | +4.6% | +1.2% |
| 6M | -5.7% | -5.2% | -0.5% | -3.0% |
| YTD | +1.9% | +6.5% | -4.7% | -1.5% |
| 1Y | -12.3% | -2.0% | -10.3% | -11.6% |
| 3Y | +50.8% | +21.5% | +29.2% | +35.0% |
| 5Y | +157.3% | -11.5% | +168.8% | +163.6% |
| 10Y | +566.5% | +148.0% | +418.6% | +340.5% |
| All | +566.5% | +144.7% | +421.8% | +340.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling