+43.2%
TER vs PHM
+16.2%
+27.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.2% | -14.0% | -8.4% |
| 7D | -19.9% | +13.6% | -33.5% | -22.9% |
| 30D | -43.5% | +19.3% | -62.8% | -46.7% |
| 3M | -37.8% | +3.5% | -41.3% | -37.7% |
| 6M | -25.6% | +18.6% | -44.2% | -32.5% |
| YTD | +29.8% | +16.7% | +13.1% | +19.3% |
| 1Y | +43.2% | +14.6% | +28.6% | +32.2% |
| All | +43.2% | +16.2% | +27.0% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling