+157.3%
PHM vs TRMB
-39.0%
+196.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.1% |
| 7D | -3.9% | -2.9% | -1.0% | -2.5% |
| 30D | -8.6% | -1.8% | -6.8% | -7.9% |
| 3M | -2.9% | +8.4% | -11.3% | -6.9% |
| 6M | -5.7% | -18.5% | +12.8% | +2.9% |
| YTD | +1.9% | -26.7% | +28.6% | +16.4% |
| 1Y | -12.3% | -28.3% | +16.0% | +0.9% |
| 3Y | +50.8% | +12.6% | +38.2% | +32.1% |
| 5Y | +157.3% | -38.7% | +196.0% | +203.3% |
| All | +157.3% | -39.0% | +196.3% | +203.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling