+240.4%
TPR vs PHM
+145.9%
+94.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.3% | -3.2% | +0.9% | -0.7% |
| 30D | -23.0% | -6.4% | -16.5% | -20.5% |
| 3M | -12.5% | +5.5% | -18.0% | -15.6% |
| 6M | -21.4% | -5.4% | -16.0% | -19.8% |
| YTD | -3.5% | +6.6% | -10.1% | -8.1% |
| 1Y | +17.4% | -8.8% | +26.2% | +20.7% |
| 3Y | +291.3% | +54.1% | +237.1% | +178.3% |
| All | +240.4% | +145.9% | +94.5% | +65.5% |
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 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