+1,003.0%
BE vs PHM
+328.7%
+674.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +5.6% |
| 7D | +9.0% | -5.0% | +14.0% | +12.6% |
| 30D | +16.3% | -8.4% | +24.7% | +22.9% |
| 3M | +10.8% | -4.4% | +15.2% | +11.3% |
| 6M | +73.2% | -3.7% | +76.9% | +72.9% |
| YTD | +217.4% | +1.3% | +216.1% | +202.5% |
| 1Y | +309.8% | -14.0% | +323.8% | +332.0% |
| 3Y | +1,726.2% | +48.1% | +1,678.0% | +1,111.8% |
| 5Y | +1,306.2% | +158.8% | +1,147.4% | +494.6% |
| All | +1,003.0% | +328.7% | +674.3% | +182.9% |
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 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