-17.6%
TEAM vs PHM
+51.6%
-69.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.5% | -3.4% | -6.3% |
| 7D | -5.7% | -2.5% | -3.2% | -5.2% |
| 30D | +18.3% | -9.7% | +28.0% | +20.6% |
| 3M | +80.2% | +2.2% | +78.0% | +80.0% |
| 6M | +111.0% | -5.7% | +116.7% | +112.9% |
| YTD | +8.8% | +2.8% | +6.0% | +6.5% |
| 1Y | +2.2% | -14.4% | +16.6% | +5.2% |
| All | -17.6% | +51.6% | -69.2% | -38.4% |
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