+62.3%
PHM vs TXT
+15.4%
+46.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.5% | -4.7% |
| 7D | +2.9% | -1.1% | +4.0% | +3.4% |
| 30D | +16.5% | +17.1% | -0.6% | +7.2% |
| 3M | +0.6% | -2.6% | +3.3% | +1.7% |
| 6M | +11.6% | -4.6% | +16.1% | +13.2% |
| YTD | +12.1% | -0.3% | +12.4% | +10.8% |
| 1Y | +9.6% | +5.9% | +3.7% | +4.8% |
| 3Y | +62.3% | +14.4% | +47.9% | +52.8% |
| All | +62.3% | +15.4% | +46.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling