+267.9%
PHM vs TXG
+21.5%
+246.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -4.5% |
| 7D | -2.5% | +9.4% | -11.9% | -4.4% |
| 30D | -9.7% | +26.1% | -35.7% | -14.4% |
| 3M | +2.2% | +124.8% | -122.6% | -15.3% |
| 6M | -5.7% | +215.2% | -220.9% | -28.2% |
| YTD | +2.8% | +302.2% | -299.4% | -26.5% |
| 1Y | -14.4% | +370.9% | -385.3% | -42.1% |
| 3Y | +52.2% | +38.5% | +13.7% | +26.6% |
| 5Y | +154.3% | -64.4% | +218.6% | +162.7% |
| All | +267.9% | +21.5% | +246.4% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling