+156.9%
PHM vs TW
+19.5%
+137.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -5.0% | -4.5% | -0.5% | -4.1% |
| 30D | -8.4% | -2.3% | -6.2% | -8.1% |
| 3M | -4.4% | +2.6% | -7.0% | -5.2% |
| 6M | -3.7% | -17.5% | +13.8% | -0.1% |
| YTD | +1.3% | -5.3% | +6.6% | +1.2% |
| 1Y | -14.0% | -14.8% | +0.7% | -11.7% |
| 3Y | +48.1% | +18.8% | +29.3% | +26.2% |
| All | +156.9% | +19.5% | +137.4% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling