-39.0%
TROW vs PHM
+156.2%
-195.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.9% |
| 7D | -3.2% | -5.0% | +1.8% | -0.9% |
| 30D | -4.6% | -8.4% | +3.8% | -0.8% |
| 3M | -0.7% | -4.4% | +3.8% | +0.7% |
| 6M | +22.2% | -3.7% | +25.9% | +22.7% |
| YTD | +6.6% | +1.3% | +5.3% | +3.4% |
| 1Y | +5.8% | -14.0% | +19.9% | +10.9% |
| 3Y | +11.6% | +48.1% | -36.5% | -18.4% |
| All | -39.0% | +156.2% | -195.1% | -70.9% |
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 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