-25.6%
TGT vs PHM
+149.8%
-175.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | -5.0% | -6.4% | +1.3% | -2.4% |
| 30D | +3.0% | -12.1% | +15.1% | +8.6% |
| 3M | +22.6% | -1.5% | +24.2% | +22.8% |
| 6M | +31.2% | -6.0% | +37.2% | +33.4% |
| YTD | +63.7% | -0.3% | +64.0% | +61.0% |
| 1Y | +78.5% | -13.3% | +91.8% | +86.1% |
| 3Y | +40.5% | +47.6% | -7.0% | +12.0% |
| 5Y | -25.6% | +154.7% | -180.3% | -58.1% |
| All | -25.6% | +149.8% | -175.4% | -58.1% |
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