+11,095.6%
PHM vs TXT
+2,070.1%
+9,025.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.2% | -4.8% | +1.6% | -0.9% |
| 30D | -6.4% | -10.6% | +4.2% | -1.5% |
| 3M | +5.5% | -13.2% | +18.7% | +12.2% |
| 6M | -5.4% | -20.3% | +14.9% | +4.6% |
| YTD | +6.6% | -9.3% | +15.8% | +10.8% |
| 1Y | -8.8% | -2.7% | -6.2% | -8.4% |
| 3Y | +54.1% | +1.4% | +52.7% | +50.0% |
| 5Y | +144.5% | +9.6% | +134.9% | +128.1% |
| 10Y | +569.4% | +94.9% | +474.5% | +337.2% |
| All | +11,095.6% | +2,070.1% | +9,025.6% | +2,304.5% |
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