+427.5%
PHM vs XME
+242.3%
+185.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -6.4% | +6.0% | -12.4% | -9.5% |
| 3M | +5.5% | -7.7% | +13.2% | +8.6% |
| 6M | -5.4% | +1.0% | -6.4% | -7.8% |
| YTD | +6.6% | +14.6% | -8.1% | -3.8% |
| 1Y | -8.8% | +46.0% | -54.8% | -28.8% |
| 3Y | +54.1% | +127.0% | -72.9% | -7.0% |
| 5Y | +144.5% | +175.8% | -31.3% | +27.4% |
| 10Y | +569.4% | +414.6% | +154.8% | +123.1% |
| All | +427.5% | +242.3% | +185.2% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling