+63.5%
PHM vs TMF
-42.2%
+105.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -3.2% | -1.4% | -1.8% | -2.7% |
| 30D | -6.4% | -2.8% | -3.6% | -5.5% |
| 3M | +5.5% | -10.9% | +16.4% | +9.7% |
| 6M | -5.4% | -21.3% | +15.9% | +2.0% |
| YTD | +6.6% | -15.9% | +22.5% | +12.6% |
| 1Y | -8.8% | -15.7% | +6.9% | -4.0% |
| All | +63.5% | -42.2% | +105.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling