+396.0%
TPR vs PHM
+59.3%
+336.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.3% | -4.1% | +3.8% | +1.4% |
| 30D | +15.1% | +16.1% | -1.0% | +7.9% |
| 3M | +3.5% | -2.5% | +6.0% | +4.2% |
| 6M | +0.4% | +12.9% | -12.5% | -5.5% |
| YTD | +4.6% | +9.0% | -4.4% | -0.5% |
| 1Y | +33.1% | +8.2% | +24.9% | +26.6% |
| 3Y | +396.0% | +58.4% | +337.5% | +229.9% |
| All | +396.0% | +59.3% | +336.7% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling