+744.0%
PHM vs TMF
-83.0%
+827.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | +21.2% | +16.3% | +4.9% | +19.2% |
| 3M | +2.5% | -2.7% | +5.2% | +2.8% |
| 6M | +16.1% | -13.2% | +29.3% | +17.9% |
| YTD | +16.6% | -16.7% | +33.3% | +18.9% |
| 1Y | +14.4% | -22.7% | +37.2% | +17.5% |
| 3Y | +71.9% | -26.1% | +98.0% | +76.5% |
| 5Y | +174.3% | -88.4% | +262.8% | +171.6% |
| 10Y | +744.0% | -81.8% | +825.8% | +724.0% |
| All | +744.0% | -83.0% | +827.0% | +724.0% |
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