+3,017.2%
PHM vs TKO
+1,406.3%
+1,610.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.4% |
| 7D | -3.9% | +0.7% | -4.5% | -4.1% |
| 30D | -8.6% | +0.9% | -9.4% | -8.9% |
| 3M | -2.9% | -6.2% | +3.2% | -1.6% |
| 6M | -5.7% | -5.6% | -0.1% | -4.7% |
| YTD | +1.9% | -7.8% | +9.7% | +3.3% |
| 1Y | -12.3% | -1.2% | -11.1% | -12.8% |
| 3Y | +50.8% | +106.5% | -55.8% | +20.5% |
| 5Y | +157.3% | +310.4% | -153.1% | +67.4% |
| 10Y | +566.5% | +987.5% | -421.0% | +202.5% |
| All | +3,017.2% | +1,406.3% | +1,610.9% | +744.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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