+25.3%
BIL vs PHM
+557.7%
-532.4%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | -6.4% | +6.4% | +0.1% |
| 30D | +0.3% | -12.1% | +12.4% | +0.3% |
| 3M | +0.9% | -1.5% | +2.4% | +0.9% |
| 6M | +1.8% | -6.0% | +7.8% | +1.8% |
| YTD | +2.5% | -0.3% | +2.8% | +2.5% |
| 1Y | +3.7% | -13.3% | +17.0% | +3.7% |
| 3Y | +14.1% | +47.6% | -33.5% | +14.1% |
| 5Y | +19.4% | +154.7% | -135.3% | +19.4% |
| All | +25.3% | +557.7% | -532.4% | +25.2% |
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