-1.9%
BDX vs PHM
+156.2%
-158.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.2% | -5.0% | +1.8% | -2.1% |
| 30D | -2.5% | -8.4% | +5.9% | -0.7% |
| 3M | +21.4% | -4.4% | +25.8% | +22.5% |
| 6M | +10.4% | -3.7% | +14.2% | +11.0% |
| YTD | +18.8% | +1.3% | +17.6% | +18.1% |
| 1Y | +21.7% | -14.0% | +35.7% | +24.7% |
| 3Y | -10.0% | +48.1% | -58.1% | -17.7% |
| All | -1.9% | +156.2% | -158.1% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling