+557.2%
PHM vs TRU
+147.2%
+410.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -5.0% | -2.7% | -2.2% | -3.7% |
| 30D | -8.4% | -2.0% | -6.4% | -7.7% |
| 3M | -4.4% | +18.4% | -22.9% | -12.4% |
| 6M | -3.7% | +8.9% | -12.6% | -8.8% |
| YTD | +1.3% | -8.9% | +10.2% | +2.9% |
| 1Y | -14.0% | -15.9% | +1.8% | -9.8% |
| 3Y | +48.1% | -1.1% | +49.2% | +33.8% |
| 5Y | +158.8% | -35.2% | +194.0% | +191.5% |
| All | +557.2% | +147.2% | +410.1% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling