+13.6%
TPR vs PHM
-13.4%
+27.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -2.3% |
| 7D | -3.4% | -2.5% | -0.9% | -2.3% |
| 30D | -27.3% | -9.7% | -17.7% | -24.3% |
| 3M | -16.2% | +2.2% | -18.5% | -17.7% |
| 6M | -17.9% | -5.7% | -12.2% | -17.5% |
| YTD | -7.1% | +2.8% | -9.9% | -9.5% |
| 1Y | +13.6% | -14.4% | +28.0% | +15.5% |
| All | +13.6% | -13.4% | +27.0% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling