+52.9%
BEN vs PHM
+669.9%
-616.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +11.3% | -6.1% | +17.4% | +14.0% |
| 30D | +15.0% | +13.7% | +1.3% | +9.0% |
| 3M | +7.8% | -1.5% | +9.4% | +7.9% |
| 6M | +15.5% | +11.3% | +4.2% | +9.3% |
| YTD | +55.4% | +8.9% | +46.5% | +47.2% |
| 1Y | +63.3% | +6.1% | +57.2% | +56.0% |
| 3Y | +83.4% | +57.7% | +25.8% | +45.1% |
| 5Y | +28.1% | +159.0% | -130.9% | -19.2% |
| All | +52.9% | +669.9% | -616.9% | -35.2% |
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