+311.2%
TPR vs PHM
+540.0%
-228.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -1.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.0% |
| 30D | -27.3% | -9.7% | -17.7% | -23.2% |
| 3M | -16.2% | +2.2% | -18.5% | -18.0% |
| 6M | -17.9% | -5.7% | -12.2% | -15.9% |
| YTD | -7.1% | +2.8% | -9.9% | -10.1% |
| 1Y | +13.6% | -14.4% | +28.0% | +21.4% |
| 3Y | +293.7% | +52.2% | +241.5% | +181.3% |
| 5Y | +239.1% | +154.3% | +84.8% | +69.6% |
| 10Y | +311.2% | +545.9% | -234.7% | +17.4% |
| All | +311.2% | +540.0% | -228.9% | +17.4% |
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 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