+14,926.7%
PHM vs TRMB
+3,381.2%
+11,545.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -3.2% | -2.5% | -0.7% | -2.6% |
| 30D | -6.4% | +1.5% | -8.0% | -6.8% |
| 3M | +5.5% | +6.8% | -1.3% | +3.8% |
| 6M | -5.4% | -14.9% | +9.5% | -2.1% |
| YTD | +6.6% | -24.1% | +30.7% | +13.0% |
| 1Y | -8.8% | -25.4% | +16.5% | -3.1% |
| 3Y | +54.1% | +8.0% | +46.1% | +48.7% |
| 5Y | +144.5% | -37.3% | +181.8% | +165.7% |
| 10Y | +569.4% | +116.8% | +452.6% | +453.0% |
| All | +14,926.7% | +3,381.2% | +11,545.5% | +6,049.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling