+113.3%
PHM vs TPG
+71.4%
+41.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.6% |
| 7D | -6.4% | -11.8% | +5.5% | -1.9% |
| 30D | -12.1% | -6.3% | -5.8% | -10.1% |
| 3M | -1.5% | +13.6% | -15.1% | -6.7% |
| 6M | -6.0% | +13.8% | -19.9% | -11.5% |
| YTD | -0.3% | -23.7% | +23.4% | +8.8% |
| 1Y | -13.3% | -18.2% | +4.8% | -8.7% |
| 3Y | +47.6% | +80.1% | -32.6% | +3.3% |
| All | +113.3% | +71.4% | +41.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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