+24.3%
BMY vs PHM
+152.6%
-128.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -4.8% | -3.9% | -0.9% | -4.3% |
| 30D | -0.7% | -8.6% | +7.9% | +0.4% |
| 3M | +15.3% | -2.9% | +18.3% | +15.6% |
| 6M | +8.5% | -5.7% | +14.2% | +9.0% |
| YTD | +23.4% | +1.9% | +21.6% | +22.8% |
| 1Y | +42.9% | -12.3% | +55.2% | +44.5% |
| 3Y | +22.0% | +50.8% | -28.8% | +17.9% |
| 5Y | +24.3% | +157.3% | -133.0% | +12.6% |
| All | +24.3% | +152.6% | -128.2% | +12.6% |
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