+48,339.6%
TSCO vs PHM
+3,270.6%
+45,069.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.4% |
| 7D | -2.5% | -3.9% | +1.4% | -1.5% |
| 30D | -1.1% | -8.6% | +7.4% | +1.1% |
| 3M | +14.3% | -2.9% | +17.2% | +14.8% |
| 6M | -31.9% | -5.7% | -26.2% | -31.2% |
| YTD | -30.7% | +1.9% | -32.5% | -31.4% |
| 1Y | -41.1% | -12.3% | -28.7% | -39.6% |
| 3Y | -17.1% | +50.8% | -67.9% | -27.3% |
| 5Y | -7.5% | +157.3% | -164.8% | -30.3% |
| 10Y | +192.6% | +566.5% | -373.9% | +65.3% |
| All | +48,339.6% | +3,270.6% | +45,069.0% | +3,544.8% |
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 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