-14.3%
TEAM vs PHM
+59.3%
-73.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.4% | -4.1% | +1.7% | -1.7% |
| 30D | -26.7% | +16.1% | -42.9% | -28.5% |
| 3M | -9.6% | -2.5% | -7.1% | -9.4% |
| 6M | +86.0% | +12.9% | +73.1% | +82.9% |
| YTD | -7.5% | +9.0% | -16.5% | -10.2% |
| 1Y | -1.4% | +8.2% | -9.5% | -4.2% |
| 3Y | -14.3% | +58.4% | -72.8% | -37.5% |
| All | -14.3% | +59.3% | -73.6% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling