+2,719.4%
PHM vs TDY
+6,954.6%
-4,235.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -3.9% | -1.8% | -2.0% | -3.2% |
| 30D | -8.6% | -13.8% | +5.2% | -3.4% |
| 3M | -2.9% | -3.9% | +1.0% | -1.6% |
| 6M | -5.7% | -9.0% | +3.3% | -2.5% |
| YTD | +1.9% | +16.5% | -14.7% | -4.3% |
| 1Y | -12.3% | +9.3% | -21.6% | -15.7% |
| 3Y | +50.8% | +45.1% | +5.7% | +29.3% |
| 5Y | +157.3% | +35.0% | +122.3% | +126.4% |
| 10Y | +566.5% | +469.0% | +97.5% | +253.1% |
| All | +2,719.4% | +6,954.6% | -4,235.1% | +941.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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