+9.6%
PHM vs TLN
-8.6%
+18.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -3.9% |
| 7D | +2.9% | +1.1% | +1.8% | +2.9% |
| 30D | +16.5% | -4.6% | +21.1% | +16.9% |
| 3M | +0.6% | +5.2% | -4.6% | +0.1% |
| 6M | +11.6% | -6.5% | +18.1% | +11.2% |
| YTD | +12.1% | -3.6% | +15.7% | +11.5% |
| 1Y | +9.6% | -8.2% | +17.9% | +8.7% |
| All | +9.6% | -8.6% | +18.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling