+566.5%
PHM vs TAP
-51.4%
+617.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -3.9% | -5.1% | +1.2% | -1.7% |
| 30D | -8.6% | -8.4% | -0.1% | -5.1% |
| 3M | -2.9% | -3.9% | +1.0% | -1.5% |
| 6M | -5.7% | -14.4% | +8.7% | +0.2% |
| YTD | +1.9% | -14.7% | +16.6% | +8.3% |
| 1Y | -12.3% | -18.7% | +6.4% | -5.2% |
| 3Y | +50.8% | -32.6% | +83.4% | +73.7% |
| 5Y | +157.3% | -1.4% | +158.7% | +149.3% |
| 10Y | +566.5% | -50.4% | +616.9% | +596.3% |
| All | +566.5% | -51.4% | +617.9% | +596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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