+723.4%
PHM vs XPO
+10,316.6%
-9,593.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.6% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | -6.4% | -3.5% | -2.9% | -5.9% |
| 3M | +5.5% | -11.9% | +17.4% | +7.5% |
| 6M | -5.4% | -10.0% | +4.5% | -4.1% |
| YTD | +6.6% | +42.1% | -35.5% | -0.1% |
| 1Y | -8.8% | +47.6% | -56.4% | -15.3% |
| 3Y | +54.1% | +153.6% | -99.5% | +28.5% |
| 5Y | +144.5% | +266.5% | -122.0% | +88.1% |
| 10Y | +569.4% | +1,460.4% | -891.0% | +322.3% |
| All | +723.4% | +10,316.6% | -9,593.2% | +353.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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