+11,575.4%
PHM vs TXT
+2,259.2%
+9,316.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -4.8% | -0.8% | -3.9% | -4.4% |
| 30D | +16.5% | +13.4% | +3.1% | +9.6% |
| 3M | -2.0% | -2.5% | +0.6% | -1.2% |
| 6M | +12.7% | -6.2% | +18.9% | +15.1% |
| YTD | +11.2% | -1.3% | +12.5% | +10.7% |
| 1Y | +7.7% | +4.3% | +3.4% | +4.6% |
| 3Y | +60.9% | +13.2% | +47.7% | +48.3% |
| 5Y | +167.7% | +12.4% | +155.3% | +146.2% |
| 10Y | +692.1% | +94.8% | +597.3% | +416.6% |
| All | +11,575.4% | +2,259.2% | +9,316.2% | +2,303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling