+795.1%
BKNG vs PHM
+2,535.5%
-1,740.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -10.7% | -6.4% | -4.3% | -9.1% |
| 30D | -18.1% | -12.1% | -6.0% | -15.2% |
| 3M | +8.5% | -1.5% | +10.1% | +9.1% |
| 6M | -0.1% | -6.0% | +6.0% | +1.5% |
| YTD | -18.2% | -0.3% | -17.9% | -18.4% |
| 1Y | -19.9% | -13.3% | -6.5% | -17.3% |
| 3Y | +41.6% | +47.6% | -6.0% | +24.0% |
| 5Y | +93.1% | +154.7% | -61.6% | +44.2% |
| 10Y | +214.8% | +552.4% | -337.6% | +75.6% |
| All | +795.1% | +2,535.5% | -1,740.4% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling