-19.8%
TLT vs PHM
+545.0%
-564.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | 0.0% | -8.6% | +8.5% | +0.4% |
| 3M | -2.9% | -2.9% | +0.1% | -2.8% |
| 6M | -6.3% | -5.7% | -0.6% | -6.1% |
| YTD | -3.3% | +1.9% | -5.2% | -3.6% |
| 1Y | -4.2% | -12.3% | +8.1% | -3.8% |
| 3Y | -1.7% | +50.8% | -52.4% | -3.3% |
| 5Y | -34.9% | +157.3% | -192.2% | -36.5% |
| 10Y | -19.8% | +566.5% | -586.4% | -20.3% |
| All | -19.8% | +545.0% | -564.8% | -20.3% |
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 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