+317.8%
TMUS vs PHM
+545.0%
-227.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.2% |
| 7D | -5.3% | -3.9% | -1.5% | -4.6% |
| 30D | +0.1% | -8.6% | +8.6% | +1.7% |
| 3M | -0.6% | -2.9% | +2.3% | -0.3% |
| 6M | -17.5% | -5.7% | -11.8% | -17.1% |
| YTD | -11.3% | +1.9% | -13.1% | -12.3% |
| 1Y | -25.4% | -12.3% | -13.1% | -24.3% |
| 3Y | +35.5% | +50.8% | -15.2% | +19.0% |
| 5Y | +41.9% | +157.3% | -115.4% | +6.9% |
| 10Y | +317.8% | +566.5% | -248.7% | +145.2% |
| All | +317.8% | +545.0% | -227.2% | +145.2% |
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