-10.7%
BDX vs PHM
+47.0%
-57.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | -5.4% | -6.4% | +0.9% | -3.9% |
| 30D | -2.2% | -12.1% | +9.9% | +0.9% |
| 3M | +20.1% | -1.5% | +21.6% | +20.5% |
| 6M | +9.1% | -6.0% | +15.1% | +10.4% |
| YTD | +17.9% | -0.3% | +18.2% | +17.6% |
| 1Y | +22.1% | -13.3% | +35.4% | +25.2% |
| All | -10.7% | +47.0% | -57.7% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling