+1,376.8%
BAC vs PHM
+11,456.8%
-10,080.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -3.2% | +4.3% | +2.3% |
| 30D | -0.4% | -6.4% | +6.0% | +1.9% |
| 3M | +16.9% | +5.5% | +11.4% | +13.8% |
| 6M | +26.6% | -5.4% | +32.1% | +27.9% |
| YTD | +15.8% | +6.6% | +9.2% | +11.3% |
| 1Y | +27.2% | -8.8% | +36.0% | +29.0% |
| 3Y | +132.4% | +54.1% | +78.3% | +86.0% |
| 5Y | +72.6% | +144.5% | -71.9% | +10.9% |
| 10Y | +389.7% | +569.4% | -179.7% | +93.2% |
| All | +1,376.8% | +11,456.8% | -10,080.0% | +123.9% |
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