+545.9%
PHM vs TMF
-86.8%
+632.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -9.7% | -1.8% | -7.8% | -9.5% |
| 3M | +2.2% | -8.2% | +10.5% | +3.3% |
| 6M | -5.7% | -19.5% | +13.8% | -3.5% |
| YTD | +2.8% | -16.0% | +18.8% | +4.8% |
| 1Y | -14.4% | -22.5% | +8.1% | -12.2% |
| 3Y | +52.2% | -42.3% | +94.5% | +57.5% |
| 5Y | +154.3% | -87.7% | +241.9% | +154.6% |
| 10Y | +545.9% | -86.5% | +632.4% | +555.6% |
| All | +545.9% | -86.8% | +632.7% | +555.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling