+214.5%
BAC vs PHM
+669.9%
-455.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +1.5% | -6.1% | +7.6% | +3.5% |
| 30D | -6.4% | +13.7% | -20.1% | -10.3% |
| 3M | -21.7% | -1.5% | -20.1% | -21.6% |
| 6M | +0.5% | +11.3% | -10.8% | -3.9% |
| YTD | -6.7% | +8.9% | -15.6% | -10.8% |
| 1Y | -4.7% | +6.1% | -10.8% | -8.2% |
| 3Y | +96.1% | +57.7% | +38.4% | +59.5% |
| 5Y | +21.7% | +159.0% | -137.3% | -19.9% |
| All | +214.5% | +669.9% | -455.4% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling