+76.2%
BND vs PHM
+440.2%
-364.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.2% |
| 30D | -0.4% | -9.7% | +9.3% | -0.3% |
| 3M | -0.2% | +2.2% | -2.5% | -0.3% |
| 6M | -1.2% | -5.7% | +4.5% | -1.2% |
| YTD | -0.3% | +2.8% | -3.1% | -0.3% |
| 1Y | +0.4% | -14.4% | +14.8% | +0.4% |
| 3Y | +13.4% | +52.2% | -38.8% | +13.2% |
| 5Y | -1.5% | +154.3% | -155.8% | -1.7% |
| 10Y | +15.5% | +545.9% | -530.4% | +16.6% |
| All | +76.2% | +440.2% | -364.0% | +83.4% |
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