+219.1%
TER vs PHM
+152.9%
+66.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.9% |
| 7D | +11.0% | -2.5% | +13.4% | +12.2% |
| 30D | -1.9% | -9.7% | +7.8% | +2.7% |
| 3M | -0.7% | +2.2% | -2.9% | -3.4% |
| 6M | +36.4% | -5.7% | +42.0% | +38.9% |
| YTD | +92.4% | +2.8% | +89.6% | +86.8% |
| 1Y | +213.5% | -14.4% | +227.9% | +231.5% |
| 3Y | +277.2% | +52.2% | +225.0% | +171.5% |
| 5Y | +219.1% | +154.3% | +64.9% | +59.4% |
| All | +219.1% | +152.9% | +66.3% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling