+1,208.9%
PHM vs TMF
-68.9%
+1,277.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -3.2% | -1.4% | -1.8% | -3.3% |
| 30D | -6.4% | -2.8% | -3.6% | -6.6% |
| 3M | +5.5% | -10.9% | +16.4% | +4.6% |
| 6M | -5.4% | -21.3% | +15.9% | -7.1% |
| YTD | +6.6% | -15.9% | +22.5% | +5.3% |
| 1Y | -8.8% | -15.7% | +6.9% | -9.9% |
| 3Y | +54.1% | -43.4% | +97.5% | +46.8% |
| 5Y | +144.5% | -87.8% | +232.2% | +83.4% |
| 10Y | +569.4% | -86.7% | +656.2% | +448.8% |
| All | +1,208.9% | -68.9% | +1,277.7% | +1,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling