+163.2%
PHM vs XME
+108.0%
+55.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | +16.1% | -6.1% | +22.3% | +18.5% |
| 3M | -2.5% | -18.6% | +16.1% | +5.0% |
| 6M | +12.9% | -23.9% | +36.8% | +23.9% |
| YTD | +9.0% | -9.3% | +18.4% | +9.4% |
| 1Y | +8.2% | +1.8% | +6.4% | +2.8% |
| 3Y | +58.4% | +93.0% | -34.6% | +7.4% |
| All | +163.2% | +108.0% | +55.3% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling