+154.7%
PHM vs TRU
-36.7%
+191.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.4% | -9.4% | +3.0% | -2.5% |
| 30D | -12.1% | -4.1% | -8.0% | -10.7% |
| 3M | -1.5% | +13.6% | -15.1% | -7.2% |
| 6M | -6.0% | +3.6% | -9.6% | -8.4% |
| YTD | -0.3% | -9.8% | +9.5% | +1.8% |
| 1Y | -13.3% | -13.6% | +0.3% | -10.4% |
| 3Y | +47.6% | -2.0% | +49.5% | +38.6% |
| 5Y | +154.7% | -35.8% | +190.5% | +206.9% |
| All | +154.7% | -36.7% | +191.4% | +206.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling