+11,674.6%
PHM vs TAP
+813.1%
+10,861.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +2.9% | -4.5% | +7.4% | +4.3% |
| 30D | +16.5% | +7.5% | +9.0% | +14.2% |
| 3M | +0.6% | -4.9% | +5.5% | +2.0% |
| 6M | +11.6% | -3.5% | +15.1% | +12.6% |
| YTD | +12.1% | -11.4% | +23.5% | +15.6% |
| 1Y | +9.6% | -10.8% | +20.4% | +12.8% |
| 3Y | +62.3% | -24.5% | +86.7% | +73.3% |
| 5Y | +170.4% | +2.5% | +168.0% | +164.8% |
| 10Y | +683.0% | -47.6% | +730.6% | +773.1% |
| All | +11,674.6% | +813.1% | +10,861.5% | +6,420.8% |
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 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