-14.4%
PHM vs EXR
+0.3%
-14.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -2.5% | -0.7% | -1.8% | -2.0% |
| 30D | -9.7% | -6.9% | -2.7% | -5.0% |
| 3M | +2.2% | -3.0% | +5.2% | +4.4% |
| 6M | -5.7% | -2.9% | -2.7% | -4.5% |
| YTD | +2.8% | +9.3% | -6.4% | -3.6% |
| 1Y | -14.4% | -0.9% | -13.5% | -17.4% |
| All | -14.4% | +0.3% | -14.7% | -17.4% |
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