+209.9%
BKNG vs PHM
+557.7%
-347.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | -10.7% | -6.4% | -4.3% | -8.7% |
| 30D | -18.1% | -12.1% | -6.0% | -14.5% |
| 3M | +8.5% | -1.5% | +10.1% | +9.3% |
| 6M | -0.1% | -6.0% | +6.0% | +1.9% |
| YTD | -18.2% | -0.3% | -17.9% | -18.5% |
| 1Y | -19.9% | -13.3% | -6.5% | -16.8% |
| 3Y | +41.6% | +47.6% | -6.0% | +18.6% |
| 5Y | +93.1% | +154.7% | -61.6% | +30.6% |
| All | +209.9% | +557.7% | -347.8% | +55.5% |
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