+33.5%
TRV vs PHM
-14.1%
+47.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | -1.5% | -6.4% | +4.9% | -0.4% |
| 30D | -1.8% | -12.1% | +10.3% | +0.3% |
| 3M | +21.6% | -1.5% | +23.1% | +21.7% |
| 6M | +22.5% | -6.0% | +28.5% | +23.3% |
| YTD | +28.1% | -0.3% | +28.5% | +27.3% |
| All | +33.5% | -14.1% | +47.6% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling