-10.4%
TSCO vs PHM
+156.2%
-166.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.1% |
| 7D | -5.7% | -5.0% | -0.7% | -4.1% |
| 30D | -8.8% | -8.4% | -0.3% | -6.1% |
| 3M | +6.3% | -4.4% | +10.8% | +7.5% |
| 6M | -32.3% | -3.7% | -28.5% | -31.9% |
| YTD | -32.7% | +1.3% | -34.0% | -33.7% |
| 1Y | -43.7% | -14.0% | -29.6% | -41.5% |
| 3Y | -19.7% | +48.1% | -67.8% | -34.3% |
| All | -10.4% | +156.2% | -166.6% | -44.4% |
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