+352.0%
PHM vs TENB
+1.4%
+350.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -2.5% | -5.0% | +2.5% | -1.4% |
| 30D | -9.7% | -7.4% | -2.3% | -8.6% |
| 3M | +2.2% | +22.3% | -20.1% | -4.3% |
| 6M | -5.7% | +60.2% | -65.8% | -18.4% |
| YTD | +2.8% | +43.2% | -40.4% | -9.4% |
| 1Y | -14.4% | +8.2% | -22.6% | -18.8% |
| 3Y | +52.2% | -23.8% | +76.0% | +54.4% |
| 5Y | +154.3% | -26.9% | +181.1% | +146.6% |
| All | +352.0% | +1.4% | +350.6% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling