+345.1%
PHM vs TENB
-9.4%
+354.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.9% |
| 7D | -5.0% | -12.1% | +7.1% | -2.2% |
| 30D | -8.4% | -18.6% | +10.2% | -4.7% |
| 3M | -4.4% | +12.1% | -16.5% | -8.8% |
| 6M | -3.7% | +46.8% | -50.5% | -15.2% |
| YTD | +1.3% | +28.0% | -26.7% | -8.5% |
| 1Y | -14.0% | -1.4% | -12.6% | -16.9% |
| 3Y | +48.1% | -33.9% | +82.1% | +55.2% |
| 5Y | +158.8% | -34.6% | +193.4% | +157.3% |
| All | +345.1% | -9.4% | +354.6% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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