+15,256.1%
PHM vs TRMB
+3,168.1%
+12,088.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.7% |
| 7D | -6.1% | +4.1% | -10.2% | -7.0% |
| 30D | +13.7% | -7.0% | +20.7% | +14.8% |
| 3M | -1.5% | -0.9% | -0.6% | -2.1% |
| 6M | +11.3% | -1.2% | +12.5% | +10.5% |
| YTD | +8.9% | -28.7% | +37.7% | +16.3% |
| 1Y | +6.1% | -32.1% | +38.2% | +14.5% |
| 3Y | +57.7% | +33.4% | +24.3% | +44.5% |
| 5Y | +159.0% | -35.6% | +194.6% | +178.2% |
| 10Y | +676.2% | +103.8% | +572.4% | +545.9% |
| All | +15,256.1% | +3,168.1% | +12,088.0% | +6,229.9% |
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