+346.0%
PHM vs TW
+206.7%
+139.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -5.0% | -4.5% | -0.5% | -3.6% |
| 30D | -8.4% | -2.3% | -6.2% | -7.9% |
| 3M | -4.4% | +2.6% | -7.0% | -5.9% |
| 6M | -3.7% | -17.5% | +13.8% | +1.4% |
| YTD | +1.3% | -5.3% | +6.6% | +1.1% |
| 1Y | -14.0% | -14.8% | +0.7% | -11.1% |
| 3Y | +48.1% | +18.8% | +29.3% | +26.6% |
| 5Y | +158.8% | +20.7% | +138.1% | +113.9% |
| All | +346.0% | +206.7% | +139.3% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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