+77.5%
PHM vs TLN
+602.5%
-525.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.7% |
| 7D | -2.5% | +10.9% | -13.4% | -3.2% |
| 30D | -9.7% | -6.3% | -3.3% | -9.3% |
| 3M | +2.2% | -10.7% | +12.9% | +2.7% |
| 6M | -5.7% | +1.6% | -7.3% | -6.3% |
| YTD | +2.8% | -13.1% | +15.9% | +3.1% |
| 1Y | -14.4% | -15.1% | +0.6% | -14.3% |
| 3Y | +52.2% | +495.0% | -442.8% | +8.0% |
| All | +77.5% | +602.5% | -525.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling