+663.5%
PHM vs PTC
+312.5%
+351.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | +16.1% | +1.2% | +14.9% | +15.7% |
| 3M | -2.5% | +27.4% | -29.9% | -12.6% |
| 6M | +12.9% | +39.2% | -26.3% | -3.6% |
| YTD | +9.0% | +12.5% | -3.5% | +0.6% |
| 1Y | +8.2% | +12.3% | -4.1% | -0.1% |
| 3Y | +58.4% | +28.8% | +29.6% | +35.0% |
| 5Y | +159.2% | +60.9% | +98.3% | +98.4% |
| All | +663.5% | +312.5% | +351.1% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling