+256.9%
BNY vs PHM
+156.2%
+100.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.3% |
| 7D | -1.3% | -5.0% | +3.7% | -0.1% |
| 30D | -0.2% | -8.4% | +8.3% | +1.9% |
| 3M | +14.9% | -4.4% | +19.4% | +15.5% |
| 6M | +40.0% | -3.7% | +43.7% | +40.1% |
| YTD | +42.0% | +1.3% | +40.7% | +39.6% |
| 1Y | +56.9% | -14.0% | +70.9% | +60.6% |
| 3Y | +289.9% | +48.1% | +241.7% | +226.4% |
| All | +256.9% | +156.2% | +100.8% | +129.9% |
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