+45.4%
XEL vs PHM
+47.0%
-1.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -1.2% | -6.4% | +5.1% | -0.4% |
| 30D | -2.9% | -12.1% | +9.2% | -1.3% |
| 3M | -2.7% | -1.5% | -1.2% | -2.6% |
| 6M | -6.5% | -6.0% | -0.5% | -6.0% |
| YTD | +3.6% | -0.3% | +3.9% | +3.3% |
| 1Y | +7.5% | -13.3% | +20.8% | +8.9% |
| All | +45.4% | +47.0% | -1.6% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling