-14.0%
PHM vs TRMB
-28.6%
+14.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.1% |
| 7D | -5.0% | -3.0% | -1.9% | -4.0% |
| 30D | -8.4% | +2.3% | -10.8% | -9.3% |
| 3M | -4.4% | +15.3% | -19.7% | -8.9% |
| 6M | -3.7% | -14.7% | +11.0% | -0.5% |
| YTD | +1.3% | -26.4% | +27.7% | +10.7% |
| 1Y | -14.0% | -30.4% | +16.4% | -5.4% |
| All | -14.0% | -28.6% | +14.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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