+39.4%
BEN vs PHM
+152.6%
-113.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +3.4% | -3.9% | +7.2% | +5.1% |
| 30D | +1.8% | -8.6% | +10.3% | +5.7% |
| 3M | +8.4% | -2.9% | +11.3% | +8.7% |
| 6M | +35.6% | -5.7% | +41.3% | +37.3% |
| YTD | +46.4% | +1.9% | +44.5% | +42.0% |
| 1Y | +46.3% | -12.3% | +58.6% | +51.7% |
| 3Y | +54.6% | +50.8% | +3.8% | +15.3% |
| 5Y | +39.4% | +157.3% | -117.9% | -28.1% |
| All | +39.4% | +152.6% | -113.2% | -28.1% |
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