+320.5%
TMUS vs PHM
+441.3%
-120.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +5.3% | -6.4% | +11.7% | +7.0% |
| 3M | +3.1% | +5.5% | -2.4% | +1.2% |
| 6M | -16.5% | -5.4% | -11.0% | -16.0% |
| YTD | -9.2% | +6.6% | -15.7% | -11.8% |
| 1Y | -26.5% | -8.8% | -17.6% | -25.9% |
| 3Y | +39.0% | +54.1% | -15.1% | +16.8% |
| 5Y | +40.4% | +144.5% | -104.1% | +0.1% |
| 10Y | +303.7% | +569.4% | -265.7% | +95.8% |
| All | +320.5% | +441.3% | -120.8% | +74.2% |
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 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