+237.7%
BAC vs PHM
+709.0%
-471.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +1.5% |
| 7D | +2.1% | +2.9% | -0.9% | +1.1% |
| 30D | -6.7% | +16.5% | -23.2% | -11.3% |
| 3M | -20.2% | +0.6% | -20.9% | -20.8% |
| 6M | -0.2% | +11.6% | -11.8% | -4.6% |
| YTD | -6.4% | +12.1% | -18.5% | -11.3% |
| 1Y | -3.1% | +9.6% | -12.7% | -7.6% |
| 3Y | +96.7% | +62.3% | +34.5% | +58.6% |
| 5Y | +21.3% | +170.4% | -149.1% | -21.4% |
| 10Y | +237.7% | +683.0% | -445.3% | +44.0% |
| All | +237.7% | +709.0% | -471.2% | +44.0% |
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