+416.5%
TPR vs PHM
+64.3%
+352.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.2% |
| 7D | +14.2% | +6.2% | +8.0% | +11.3% |
| 30D | +17.1% | +17.9% | -0.9% | +9.1% |
| 3M | -17.7% | +2.5% | -20.2% | -18.9% |
| 6M | -10.2% | +10.8% | -21.0% | -14.6% |
| YTD | +4.9% | +13.7% | -8.8% | -1.9% |
| 1Y | +36.1% | +12.4% | +23.8% | +27.6% |
| 3Y | +416.5% | +65.6% | +350.8% | +250.1% |
| All | +416.5% | +64.3% | +352.1% | +250.1% |
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