+14,183.4%
TER vs PHM
+11,456.8%
+2,726.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -3.2% | +3.8% | +1.9% |
| 30D | -8.3% | -6.4% | -1.8% | -6.2% |
| 3M | -12.2% | +5.5% | -17.7% | -14.7% |
| 6M | +17.1% | -5.4% | +22.5% | +19.2% |
| YTD | +84.7% | +6.6% | +78.1% | +79.1% |
| 1Y | +199.9% | -8.8% | +208.8% | +206.8% |
| 3Y | +232.8% | +54.1% | +178.6% | +172.3% |
| 5Y | +198.6% | +144.5% | +54.1% | +103.7% |
| 10Y | +1,669.7% | +569.4% | +1,100.3% | +682.3% |
| All | +14,183.4% | +11,456.8% | +2,726.7% | +2,114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling