+147.8%
XEL vs PHM
+568.1%
-420.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -0.3% | -5.0% | +4.7% | +0.6% |
| 30D | -3.9% | -8.4% | +4.5% | -2.5% |
| 3M | -2.8% | -4.4% | +1.6% | -2.3% |
| 6M | -5.4% | -3.7% | -1.7% | -5.2% |
| YTD | +3.8% | +1.3% | +2.5% | +2.9% |
| 1Y | +6.8% | -14.0% | +20.9% | +8.8% |
| 3Y | +45.6% | +48.1% | -2.5% | +31.3% |
| 5Y | +30.7% | +158.8% | -128.1% | +2.9% |
| All | +147.8% | +568.1% | -420.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling