+299.2%
TEVA vs PHM
+156.2%
+143.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +2.0% | -5.0% | +7.0% | +3.4% |
| 30D | +1.0% | -8.4% | +9.4% | +3.3% |
| 3M | +7.3% | -4.4% | +11.7% | +8.1% |
| 6M | +21.7% | -3.7% | +25.5% | +22.1% |
| YTD | +18.8% | +1.3% | +17.6% | +17.0% |
| 1Y | +86.5% | -14.0% | +100.5% | +91.9% |
| 3Y | +269.4% | +48.1% | +221.3% | +206.5% |
| All | +299.2% | +156.2% | +143.1% | +158.0% |
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