+683.0%
PHM vs PTC
+315.4%
+367.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +2.9% | +1.3% | +1.6% | +2.5% |
| 30D | +16.5% | +1.1% | +15.4% | +16.0% |
| 3M | +0.6% | +30.1% | -29.5% | -10.6% |
| 6M | +11.6% | +34.0% | -22.4% | -3.3% |
| YTD | +12.1% | +12.8% | -0.7% | +3.3% |
| 1Y | +9.6% | +10.7% | -1.1% | +1.8% |
| 3Y | +62.3% | +29.6% | +32.6% | +37.9% |
| 5Y | +170.4% | +63.5% | +106.9% | +105.7% |
| 10Y | +683.0% | +316.7% | +366.3% | +261.5% |
| All | +683.0% | +315.4% | +367.6% | +261.5% |
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