+163.2%
PHM vs TENB
-24.3%
+187.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -4.1% | -3.3% | -0.9% | -3.6% |
| 30D | +16.1% | +6.9% | +9.2% | +14.4% |
| 3M | -2.5% | +1.8% | -4.3% | -3.8% |
| 6M | +12.9% | +98.1% | -85.1% | -4.6% |
| YTD | +9.0% | +73.2% | -64.2% | -6.2% |
| 1Y | +8.2% | +50.7% | -42.5% | -3.5% |
| 3Y | +58.4% | +9.3% | +49.1% | +50.4% |
| All | +163.2% | -24.3% | +187.6% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling