+35.8%
BN vs PHM
+152.9%
-117.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.0% |
| 7D | -1.2% | -2.5% | +1.3% | 0.0% |
| 30D | -10.9% | -9.7% | -1.3% | -6.7% |
| 3M | -11.1% | +2.2% | -13.3% | -12.7% |
| 6M | -4.4% | -5.7% | +1.3% | -2.8% |
| YTD | -14.1% | +2.8% | -17.0% | -16.8% |
| 1Y | -11.1% | -14.4% | +3.4% | -6.2% |
| 3Y | +75.6% | +52.2% | +23.3% | +33.6% |
| 5Y | +35.8% | +154.3% | -118.5% | -25.0% |
| All | +35.8% | +152.9% | -117.1% | -25.0% |
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