+572.8%
PHM vs TRU
+228.6%
+344.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.2% |
| 7D | -2.5% | -7.2% | +4.7% | +0.8% |
| 30D | -9.7% | -2.8% | -6.8% | -8.6% |
| 3M | +2.2% | +13.0% | -10.8% | -4.1% |
| 6M | -5.7% | +0.7% | -6.4% | -7.2% |
| YTD | +2.8% | -9.0% | +11.8% | +4.5% |
| 1Y | -14.4% | -16.3% | +1.9% | -10.1% |
| 3Y | +52.2% | -1.1% | +53.3% | +38.0% |
| 5Y | +154.3% | -36.0% | +190.3% | +185.1% |
| 10Y | +545.9% | +139.9% | +406.0% | +318.7% |
| All | +572.8% | +228.6% | +344.3% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling