-41.7%
TECH vs PHM
+152.9%
-194.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +1.4% |
| 7D | +0.2% | -2.5% | +2.7% | +1.3% |
| 30D | +0.1% | -9.7% | +9.8% | +4.6% |
| 3M | +37.5% | +2.2% | +35.3% | +35.2% |
| 6M | +34.6% | -5.7% | +40.3% | +36.3% |
| YTD | +23.5% | +2.8% | +20.7% | +19.6% |
| 1Y | +34.4% | -14.4% | +48.8% | +41.6% |
| 3Y | +2.3% | +52.2% | -49.9% | -19.2% |
| 5Y | -41.7% | +154.3% | -196.0% | -65.7% |
| All | -41.7% | +152.9% | -194.6% | -65.7% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling