-11.5%
PHM vs TXT
-0.5%
-10.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.2% |
| 7D | -3.9% | +0.8% | -4.7% | -4.3% |
| 30D | -8.6% | -10.4% | +1.9% | -3.4% |
| 3M | -2.9% | -14.3% | +11.4% | +4.3% |
| 6M | -5.7% | -15.1% | +9.4% | +1.5% |
| YTD | +1.9% | -8.3% | +10.2% | +3.6% |
| All | -11.5% | -0.5% | -10.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling