+57.3%
PHM vs PTC
-2.9%
+60.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.7% |
| 7D | -3.2% | -10.3% | +7.1% | -0.5% |
| 30D | -6.4% | +1.1% | -7.6% | -7.1% |
| 3M | +5.5% | +1.6% | +3.9% | +4.2% |
| 6M | -5.4% | -13.5% | +8.0% | -1.1% |
| YTD | +6.6% | -19.1% | +25.6% | +14.2% |
| 1Y | -8.8% | -33.9% | +25.0% | +6.6% |
| All | +57.3% | -2.9% | +60.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling