+196.7%
PH vs TMF
-88.0%
+284.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | -3.7% | +19.7% | -23.4% | -4.0% |
| 3M | -14.0% | -2.1% | -11.9% | -14.0% |
| 6M | +2.1% | -13.4% | +15.6% | +2.3% |
| YTD | +5.1% | -16.7% | +21.8% | +5.3% |
| 1Y | +10.9% | -23.3% | +34.3% | +11.3% |
| 3Y | +132.9% | -24.8% | +157.8% | +132.7% |
| All | +196.7% | -88.0% | +284.7% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling