+566.5%
PHM vs PTC
+196.2%
+370.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | +0.3% |
| 7D | -3.9% | -13.6% | +9.7% | +1.5% |
| 30D | -8.6% | -14.7% | +6.1% | -3.2% |
| 3M | -2.9% | -5.9% | +3.0% | -2.3% |
| 6M | -5.7% | -21.1% | +15.4% | +1.4% |
| YTD | +1.9% | -26.0% | +27.9% | +11.8% |
| 1Y | -12.3% | -36.8% | +24.5% | +2.7% |
| 3Y | +50.8% | -10.3% | +61.0% | +49.3% |
| 5Y | +157.3% | +1.2% | +156.1% | +137.8% |
| 10Y | +566.5% | +198.3% | +368.3% | +253.0% |
| All | +566.5% | +196.2% | +370.4% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PTC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling