+61.0%
BMY vs PHM
+557.7%
-496.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -6.4% | -6.4% | 0.0% | -5.4% |
| 30D | +0.2% | -12.1% | +12.3% | +2.1% |
| 3M | +16.0% | -1.5% | +17.5% | +16.0% |
| 6M | +8.3% | -6.0% | +14.3% | +9.0% |
| YTD | +22.2% | -0.3% | +22.5% | +21.7% |
| 1Y | +41.7% | -13.3% | +55.0% | +43.9% |
| 3Y | +20.7% | +47.6% | -26.9% | +12.6% |
| 5Y | +23.9% | +154.7% | -130.8% | +4.7% |
| All | +61.0% | +557.7% | -496.7% | +25.5% |
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