+663.5%
PHM vs TAP
-46.0%
+709.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.3% |
| 7D | -4.1% | +1.3% | -5.4% | -4.7% |
| 30D | +16.1% | +5.7% | +10.4% | +13.4% |
| 3M | -2.5% | -1.9% | -0.6% | -1.9% |
| 6M | +12.9% | +0.9% | +12.0% | +12.0% |
| YTD | +9.0% | -9.5% | +18.5% | +12.9% |
| 1Y | +8.2% | -9.0% | +17.1% | +11.6% |
| 3Y | +58.4% | -22.2% | +80.7% | +71.7% |
| 5Y | +159.2% | +1.2% | +158.0% | +148.1% |
| All | +663.5% | -46.0% | +709.5% | +671.8% |
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