+800.1%
PH vs TMF
-87.2%
+887.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.1% | -1.4% | -1.6% | -3.2% |
| 30D | -3.2% | -2.8% | -0.4% | -3.6% |
| 3M | +10.6% | -10.9% | +21.5% | +9.0% |
| 6M | -2.1% | -21.3% | +19.2% | -5.1% |
| YTD | +10.2% | -15.9% | +26.1% | +7.9% |
| 1Y | +28.2% | -15.7% | +44.0% | +25.8% |
| 3Y | +134.9% | -43.4% | +178.2% | +120.6% |
| 5Y | +253.6% | -87.8% | +341.4% | +138.1% |
| All | +800.1% | -87.2% | +887.3% | +652.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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