+45.8%
PHM vs TW
+20.3%
+25.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.1% |
| 7D | -6.4% | -2.7% | -3.6% | -6.4% |
| 30D | -12.1% | -1.7% | -10.4% | -12.1% |
| 3M | -1.5% | +1.6% | -3.1% | -1.4% |
| 6M | -6.0% | -17.7% | +11.7% | -5.5% |
| YTD | -0.3% | -4.3% | +4.0% | -0.3% |
| 1Y | -13.3% | -13.1% | -0.2% | -13.0% |
| All | +45.8% | +20.3% | +25.5% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling