+413.3%
PHM vs EXR
+2,662.2%
-2,248.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -3.2% | -2.6% | -0.6% | -1.5% |
| 30D | -6.4% | -7.2% | +0.8% | -1.7% |
| 3M | +5.5% | -3.5% | +9.0% | +8.0% |
| 6M | -5.4% | -5.3% | -0.2% | -2.1% |
| YTD | +6.6% | +9.4% | -2.8% | +0.3% |
| 1Y | -8.8% | +1.3% | -10.2% | -10.0% |
| 3Y | +54.1% | +22.4% | +31.7% | +31.1% |
| 5Y | +144.5% | -12.2% | +156.7% | +147.6% |
| 10Y | +569.4% | +148.6% | +420.8% | +209.1% |
| All | +413.3% | +2,662.2% | -2,248.9% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling