-44.8%
TE vs PHM
+155.2%
-200.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.5% |
| 7D | +15.0% | -3.9% | +18.8% | +17.0% |
| 30D | -7.5% | -8.6% | +1.0% | -3.6% |
| 3M | -42.0% | -2.9% | -39.0% | -42.1% |
| 6M | -31.4% | -5.7% | -25.7% | -30.7% |
| YTD | -26.5% | +1.9% | -28.4% | -29.9% |
| 1Y | +153.1% | -12.3% | +165.4% | +158.5% |
| 3Y | -20.7% | +50.8% | -71.4% | -41.3% |
| All | -44.8% | +155.2% | -200.0% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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