+262.3%
PHM vs TXG
+27.0%
+235.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.9% |
| 7D | -5.0% | +9.5% | -14.5% | -6.8% |
| 30D | -8.4% | +18.8% | -27.2% | -11.9% |
| 3M | -4.4% | +136.1% | -140.5% | -21.6% |
| 6M | -3.7% | +235.2% | -239.0% | -27.7% |
| YTD | +1.3% | +320.5% | -319.3% | -28.3% |
| 1Y | -14.0% | +425.2% | -439.2% | -43.2% |
| 3Y | +48.1% | +42.9% | +5.2% | +22.5% |
| 5Y | +158.8% | -62.8% | +221.6% | +165.0% |
| All | +262.3% | +27.0% | +235.3% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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