+192.8%
TER vs PHM
+70.2%
+122.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.6% | +10.2% | +11.9% |
| 7D | -5.8% | +3.5% | -9.2% | -6.9% |
| 30D | -38.9% | +21.2% | -60.1% | -43.3% |
| 3M | -35.1% | +2.5% | -37.6% | -36.0% |
| 6M | -31.6% | +16.1% | -47.7% | -36.6% |
| YTD | +27.2% | +16.6% | +10.6% | +18.1% |
| 1Y | +35.2% | +14.4% | +20.8% | +26.2% |
| 3Y | +192.8% | +71.9% | +120.9% | +92.2% |
| All | +192.8% | +70.2% | +122.6% | +92.2% |
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 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