-14.0%
PHM vs TW
-14.2%
+0.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | -5.0% | -4.5% | -0.5% | -5.3% |
| 30D | -8.4% | -2.3% | -6.2% | -8.5% |
| 3M | -4.4% | +2.6% | -7.0% | -3.7% |
| 6M | -3.7% | -17.5% | +13.8% | -4.3% |
| YTD | +1.3% | -5.3% | +6.6% | +1.0% |
| 1Y | -14.0% | -14.8% | +0.7% | -15.2% |
| All | -14.0% | -14.2% | +0.2% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling