+439.9%
PHM vs EXR
+3,090.1%
-2,650.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | +2.9% | +1.7% | +1.2% | +1.9% |
| 30D | +16.5% | +18.0% | -1.6% | +4.7% |
| 3M | +0.6% | +9.7% | -9.0% | -5.1% |
| 6M | +11.6% | +13.4% | -1.9% | +2.8% |
| YTD | +12.1% | +26.3% | -14.2% | -3.8% |
| 1Y | +9.6% | +27.6% | -17.9% | -6.5% |
| 3Y | +62.3% | +52.2% | +10.1% | +20.6% |
| 5Y | +170.4% | -1.1% | +171.5% | +155.1% |
| 10Y | +683.0% | +216.8% | +466.2% | +209.6% |
| All | +439.9% | +3,090.1% | -2,650.2% | -57.2% |
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