+154.3%
PHM vs TXT
+12.6%
+141.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -9.7% | -11.1% | +1.4% | -3.4% |
| 3M | +2.2% | -13.0% | +15.2% | +10.1% |
| 6M | -5.7% | -16.2% | +10.5% | +3.8% |
| YTD | +2.8% | -8.7% | +11.5% | +7.1% |
| 1Y | -14.4% | -3.8% | -10.6% | -13.8% |
| 3Y | +52.2% | +5.5% | +46.7% | +41.6% |
| 5Y | +154.3% | +12.3% | +142.0% | +122.0% |
| All | +154.3% | +12.6% | +141.7% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling