+11,095.6%
PHM vs PTC
+6,346.6%
+4,749.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.4% |
| 7D | -3.2% | -10.3% | +7.1% | -0.9% |
| 30D | -6.4% | +1.1% | -7.6% | -6.9% |
| 3M | +5.5% | +1.6% | +3.9% | +4.2% |
| 6M | -5.4% | -13.5% | +8.0% | -3.5% |
| YTD | +6.6% | -19.1% | +25.6% | +10.1% |
| 1Y | -8.8% | -33.9% | +25.0% | -1.6% |
| 3Y | +54.1% | -3.9% | +58.0% | +52.3% |
| 5Y | +144.5% | +6.0% | +138.4% | +135.4% |
| 10Y | +569.4% | +223.7% | +345.7% | +395.7% |
| All | +11,095.6% | +6,346.6% | +4,749.0% | +3,839.4% |
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 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