+6.1%
PHM vs TMF
-29.9%
+36.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +0.9% |
| 7D | -6.1% | -8.2% | +2.1% | -0.8% |
| 30D | +13.7% | +5.3% | +8.4% | +10.7% |
| 3M | -1.5% | -8.5% | +6.9% | +4.0% |
| 6M | +11.3% | -17.2% | +28.4% | +24.9% |
| YTD | +8.9% | -23.4% | +32.3% | +26.5% |
| 1Y | +6.1% | -30.2% | +36.3% | +30.2% |
| All | +6.1% | -29.9% | +36.0% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling