+134.1%
BP vs PHM
+568.1%
-434.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.3% |
| 7D | +5.2% | -5.0% | +10.2% | +6.4% |
| 30D | +8.7% | -8.4% | +17.1% | +10.7% |
| 3M | +9.3% | -4.4% | +13.8% | +9.6% |
| 6M | +13.6% | -3.7% | +17.3% | +12.8% |
| YTD | +37.7% | +1.3% | +36.4% | +34.4% |
| 1Y | +40.6% | -14.0% | +54.7% | +42.9% |
| 3Y | +40.3% | +48.1% | -7.8% | +18.9% |
| 5Y | +141.4% | +158.8% | -17.4% | +65.2% |
| All | +134.1% | +568.1% | -434.0% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling