+49.0%
PHM vs XME
+132.9%
-84.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.9% | -0.2% | -3.6% | -3.8% |
| 30D | -8.6% | +1.4% | -10.0% | -9.1% |
| 3M | -2.9% | +2.7% | -5.7% | -4.2% |
| 6M | -5.7% | +6.5% | -12.2% | -9.0% |
| YTD | +1.9% | +15.2% | -13.3% | -6.0% |
| 1Y | -12.3% | +43.5% | -55.8% | -28.1% |
| All | +49.0% | +132.9% | -84.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling