+154.3%
PHM vs EXR
-10.8%
+165.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -2.5% | -0.7% | -1.8% | -2.1% |
| 30D | -9.7% | -6.9% | -2.7% | -6.0% |
| 3M | +2.2% | -3.0% | +5.2% | +4.0% |
| 6M | -5.7% | -2.9% | -2.7% | -4.1% |
| YTD | +2.8% | +9.3% | -6.4% | -1.9% |
| 1Y | -14.4% | -0.9% | -13.5% | -14.3% |
| 3Y | +52.2% | +24.7% | +27.5% | +35.7% |
| 5Y | +154.3% | -11.7% | +165.9% | +168.0% |
| All | +154.3% | -10.8% | +165.1% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling