+27.3%
BAC vs PHM
-14.7%
+41.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | +0.6% | -3.9% | +4.5% | +1.4% |
| 30D | -1.4% | -8.6% | +7.2% | +0.3% |
| 3M | +15.7% | -2.9% | +18.7% | +15.8% |
| 6M | +32.2% | -5.7% | +37.9% | +32.1% |
| YTD | +15.8% | +1.9% | +13.9% | +12.7% |
| 1Y | +27.3% | -12.3% | +39.6% | +26.4% |
| All | +27.3% | -14.7% | +41.9% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling