+203.6%
TGT vs PHM
+568.1%
-364.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -5.2% | -5.0% | -0.3% | -3.8% |
| 30D | +1.2% | -8.4% | +9.6% | +3.8% |
| 3M | +18.4% | -4.4% | +22.8% | +19.7% |
| 6M | +33.4% | -3.7% | +37.2% | +34.2% |
| YTD | +63.8% | +1.3% | +62.5% | +61.6% |
| 1Y | +77.2% | -14.0% | +91.2% | +83.3% |
| 3Y | +41.8% | +48.1% | -6.3% | +23.7% |
| 5Y | -25.5% | +158.8% | -184.3% | -45.5% |
| All | +203.6% | +568.1% | -364.5% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling