+131.2%
TLT vs PHM
+1,120.2%
-988.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | -0.5% |
| 30D | -0.6% | -6.4% | +5.9% | -0.8% |
| 3M | -2.7% | +5.5% | -8.2% | -2.5% |
| 6M | -5.6% | -5.4% | -0.2% | -5.8% |
| YTD | -2.8% | +6.6% | -9.4% | -2.5% |
| 1Y | -1.4% | -8.8% | +7.4% | -1.6% |
| 3Y | -1.6% | +54.1% | -55.7% | +0.6% |
| 5Y | -33.8% | +144.5% | -178.3% | -30.6% |
| 10Y | -21.1% | +569.4% | -590.6% | -10.1% |
| All | +131.2% | +1,120.2% | -988.9% | +232.4% |
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