+31.2%
BEN vs PHM
+166.4%
-135.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.4% |
| 7D | +7.2% | -4.8% | +11.9% | +9.4% |
| 30D | +14.1% | +16.5% | -2.4% | +6.3% |
| 3M | +9.9% | -2.0% | +11.9% | +10.2% |
| 6M | +17.4% | +12.7% | +4.7% | +9.5% |
| YTD | +57.3% | +11.2% | +46.2% | +46.1% |
| 1Y | +66.9% | +7.7% | +59.2% | +56.9% |
| 3Y | +85.7% | +60.9% | +24.8% | +34.1% |
| 5Y | +31.2% | +167.7% | -136.5% | -36.2% |
| All | +31.2% | +166.4% | -135.2% | -36.2% |
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 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