+101.3%
PHM vs TLN
+683.0%
-581.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.7% | +2.2% |
| 7D | +3.5% | +9.1% | -5.6% | +2.9% |
| 30D | +21.2% | -4.1% | +25.3% | +21.4% |
| 3M | +2.5% | +4.4% | -2.0% | +1.9% |
| 6M | +16.1% | -6.0% | +22.1% | +15.8% |
| YTD | +16.6% | -3.1% | +19.8% | +15.7% |
| 1Y | +14.4% | -6.1% | +20.5% | +13.7% |
| 3Y | +71.9% | +575.3% | -503.5% | +19.6% |
| All | +101.3% | +683.0% | -581.7% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling