+1,227.8%
BE vs PHM
+152.6%
+1,075.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.3% |
| 7D | +23.9% | -3.9% | +27.8% | +26.6% |
| 30D | +27.8% | -8.6% | +36.4% | +34.2% |
| 3M | +3.7% | -2.9% | +6.7% | +3.2% |
| 6M | +78.0% | -5.7% | +83.7% | +79.5% |
| YTD | +209.9% | +1.9% | +208.1% | +193.9% |
| 1Y | +389.6% | -12.3% | +401.9% | +407.3% |
| 3Y | +1,730.6% | +50.8% | +1,679.8% | +1,048.7% |
| 5Y | +1,227.8% | +157.3% | +1,070.5% | +389.8% |
| All | +1,227.8% | +152.6% | +1,075.3% | +389.8% |
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 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