+154.7%
PHM vs TXG
-64.0%
+218.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.9% |
| 7D | -6.4% | +5.0% | -11.4% | -7.3% |
| 30D | -12.1% | +13.5% | -25.6% | -14.5% |
| 3M | -1.5% | +128.0% | -129.6% | -18.0% |
| 6M | -6.0% | +224.4% | -230.5% | -28.0% |
| YTD | -0.3% | +307.0% | -307.3% | -27.9% |
| 1Y | -13.3% | +427.2% | -440.6% | -41.9% |
| 3Y | +47.6% | +40.2% | +7.4% | +24.3% |
| 5Y | +154.7% | -64.0% | +218.8% | +144.5% |
| All | +154.7% | -64.0% | +218.8% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling