+8,398.6%
TPR vs PHM
+1,834.5%
+6,564.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.2% |
| 7D | +14.2% | +6.2% | +8.0% | +11.2% |
| 30D | +17.1% | +17.9% | -0.9% | +9.0% |
| 3M | -17.7% | +2.5% | -20.2% | -19.0% |
| 6M | -10.2% | +10.8% | -21.0% | -14.6% |
| YTD | +4.9% | +13.7% | -8.8% | -1.8% |
| 1Y | +36.1% | +12.4% | +23.8% | +27.7% |
| 3Y | +416.5% | +65.6% | +350.8% | +300.7% |
| 5Y | +254.8% | +175.3% | +79.4% | +119.8% |
| 10Y | +391.7% | +713.9% | -322.2% | +95.3% |
| All | +8,398.6% | +1,834.5% | +6,564.1% | +1,273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling