+6,467.7%
TRV vs PHM
+10,710.1%
-4,242.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.0% |
| 7D | -1.5% | -6.4% | +4.9% | -0.1% |
| 30D | -1.8% | -12.1% | +10.3% | +0.8% |
| 3M | +21.6% | -1.5% | +23.1% | +21.6% |
| 6M | +22.5% | -6.0% | +28.5% | +23.4% |
| YTD | +28.1% | -0.3% | +28.5% | +27.2% |
| 1Y | +37.0% | -13.3% | +50.4% | +39.9% |
| 3Y | +141.9% | +47.6% | +94.3% | +115.4% |
| 5Y | +158.5% | +154.7% | +3.8% | +98.7% |
| 10Y | +297.5% | +552.4% | -254.9% | +139.8% |
| All | +6,467.7% | +10,710.1% | -4,242.5% | +1,839.7% |
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 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