+12,150.6%
PHM vs TAP
+810.2%
+11,340.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.9% |
| 7D | +3.5% | -7.8% | +11.3% | +5.9% |
| 30D | +21.2% | +7.1% | +14.1% | +18.9% |
| 3M | +2.5% | -7.0% | +9.5% | +4.6% |
| 6M | +16.1% | -3.8% | +19.9% | +17.2% |
| YTD | +16.6% | -11.7% | +28.3% | +20.4% |
| 1Y | +14.4% | -10.1% | +24.5% | +17.5% |
| 3Y | +71.9% | -23.7% | +95.6% | +83.1% |
| 5Y | +174.3% | +2.9% | +171.4% | +168.3% |
| 10Y | +744.0% | -49.5% | +793.5% | +849.3% |
| All | +12,150.6% | +810.2% | +11,340.5% | +6,691.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling