-14.0%
PHM vs TRU
-13.7%
-0.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -5.0% | -2.7% | -2.2% | -4.3% |
| 30D | -8.4% | -2.0% | -6.4% | -8.0% |
| 3M | -4.4% | +18.4% | -22.9% | -8.1% |
| 6M | -3.7% | +8.9% | -12.6% | -6.2% |
| YTD | +1.3% | -8.9% | +10.2% | +2.0% |
| 1Y | -14.0% | -15.9% | +1.8% | -14.2% |
| All | -14.0% | -13.7% | -0.4% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling