+7,920.7%
BNY vs PHM
+10,710.1%
-2,789.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.7% |
| 7D | -1.1% | -6.4% | +5.3% | +1.0% |
| 30D | +1.4% | -12.1% | +13.5% | +5.4% |
| 3M | +16.8% | -1.5% | +18.4% | +16.5% |
| 6M | +42.0% | -6.0% | +48.0% | +43.2% |
| YTD | +41.9% | -0.3% | +42.2% | +39.9% |
| 1Y | +59.2% | -13.3% | +72.5% | +63.4% |
| 3Y | +290.9% | +47.6% | +243.3% | +227.7% |
| 5Y | +259.0% | +154.7% | +104.3% | +145.1% |
| 10Y | +413.0% | +552.4% | -139.4% | +136.8% |
| All | +7,920.7% | +10,710.1% | -2,789.4% | +1,129.7% |
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