+56.7%
BDX vs PHM
+568.1%
-511.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.2% | -5.0% | +1.8% | -2.3% |
| 30D | -2.5% | -8.4% | +5.9% | -1.1% |
| 3M | +21.4% | -4.4% | +25.8% | +22.3% |
| 6M | +10.4% | -3.7% | +14.2% | +10.9% |
| YTD | +18.8% | +1.3% | +17.6% | +18.3% |
| 1Y | +21.7% | -14.0% | +35.7% | +24.2% |
| 3Y | -10.0% | +48.1% | -58.1% | -16.4% |
| 5Y | -1.8% | +158.8% | -160.6% | -17.6% |
| All | +56.7% | +568.1% | -511.5% | +10.8% |
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