+256.1%
TPR vs PHM
+175.2%
+80.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | 0.0% |
| 7D | +14.2% | +6.2% | +8.0% | +10.6% |
| 30D | +17.1% | +17.9% | -0.9% | +7.2% |
| 3M | -17.7% | +2.5% | -20.2% | -19.3% |
| 6M | -10.2% | +10.8% | -21.0% | -15.8% |
| YTD | +4.9% | +13.7% | -8.8% | -3.8% |
| 1Y | +36.1% | +12.4% | +23.8% | +25.2% |
| 3Y | +416.5% | +65.6% | +350.8% | +253.6% |
| All | +256.1% | +175.2% | +80.9% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling