+11,845.0%
PHM vs PTC
+8,817.5%
+3,027.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +6.2% | -0.2% | +6.5% | +6.3% |
| 30D | +17.9% | +0.8% | +17.2% | +17.7% |
| 3M | +2.5% | +32.1% | -29.6% | -5.1% |
| 6M | +10.8% | +42.6% | -31.8% | -0.1% |
| YTD | +13.7% | +12.0% | +1.7% | +7.8% |
| 1Y | +12.4% | +12.2% | +0.2% | +6.5% |
| 3Y | +65.6% | +31.2% | +34.4% | +50.7% |
| 5Y | +175.3% | +54.9% | +120.5% | +140.9% |
| 10Y | +713.9% | +343.1% | +370.8% | +454.8% |
| All | +11,845.0% | +8,817.5% | +3,027.5% | +3,758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling