+199.8%
TER vs PHM
-6.9%
+206.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | +0.6% | -3.2% | +3.8% | +1.8% |
| 30D | -8.3% | -6.4% | -1.9% | -6.1% |
| 3M | -12.2% | +5.5% | -17.7% | -16.3% |
| 6M | +17.0% | -5.4% | +22.5% | +14.6% |
| YTD | +84.6% | +6.6% | +78.0% | +77.6% |
| 1Y | +199.8% | -8.8% | +208.7% | +193.4% |
| All | +199.8% | -6.9% | +206.8% | +193.4% |
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 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