+6,175.2%
TGT vs PHM
+11,050.0%
-4,874.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.1% |
| 7D | -0.6% | -2.5% | +1.9% | 0.0% |
| 30D | +9.5% | -9.7% | +19.2% | +12.3% |
| 3M | +32.3% | +2.2% | +30.0% | +31.2% |
| 6M | +37.0% | -5.7% | +42.7% | +38.4% |
| YTD | +71.0% | +2.8% | +68.2% | +68.5% |
| 1Y | +85.0% | -14.4% | +99.4% | +90.8% |
| 3Y | +46.8% | +52.2% | -5.4% | +29.4% |
| 5Y | -22.7% | +154.3% | -177.0% | -40.8% |
| 10Y | +216.3% | +545.9% | -329.6% | +79.4% |
| All | +6,175.2% | +11,050.0% | -4,874.8% | +1,206.3% |
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