+154.3%
PHM vs PTC
+1.8%
+152.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -1.4% |
| 7D | -2.5% | -12.8% | +10.3% | +2.6% |
| 30D | -9.7% | -9.8% | +0.1% | -6.4% |
| 3M | +2.2% | -2.1% | +4.3% | +1.4% |
| 6M | -5.7% | -18.1% | +12.4% | +0.8% |
| YTD | +2.8% | -23.5% | +26.3% | +12.8% |
| 1Y | -14.4% | -37.4% | +22.9% | +3.4% |
| 3Y | +52.2% | -7.2% | +59.4% | +45.4% |
| 5Y | +154.3% | +2.7% | +151.6% | +115.0% |
| All | +154.3% | +1.8% | +152.4% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling