+802.8%
TEAM vs PHM
+663.1%
+139.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -0.4% | -3.2% | +2.8% | +0.6% |
| 30D | +67.3% | -6.4% | +73.7% | +71.2% |
| 3M | +86.8% | +5.5% | +81.3% | +83.0% |
| 6M | +146.8% | -5.4% | +152.3% | +148.5% |
| YTD | +16.9% | +6.6% | +10.3% | +11.8% |
| 1Y | +12.8% | -8.8% | +21.6% | +13.6% |
| 3Y | -7.3% | +54.1% | -61.4% | -26.0% |
| 5Y | -50.7% | +144.5% | -195.2% | -67.4% |
| 10Y | +529.8% | +569.4% | -39.6% | +170.0% |
| All | +802.8% | +663.1% | +139.6% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling