+1,064.4%
BAC vs PHM
+12,230.3%
-11,165.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | -1.2% | +6.2% | -7.4% | -3.5% |
| 30D | -7.7% | +17.9% | -25.6% | -13.5% |
| 3M | -21.2% | +2.5% | -23.6% | -22.4% |
| 6M | -6.8% | +10.8% | -17.6% | -11.5% |
| YTD | -8.7% | +13.7% | -22.4% | -14.8% |
| 1Y | -5.3% | +12.4% | -17.6% | -11.4% |
| 3Y | +87.4% | +65.6% | +21.8% | +45.8% |
| 5Y | +18.9% | +175.3% | -156.4% | -27.1% |
| 10Y | +273.3% | +713.9% | -440.6% | +36.2% |
| All | +1,064.4% | +12,230.3% | -11,165.9% | +71.5% |
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