+135.7%
BP vs PHM
+677.6%
-542.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.7% |
| 7D | -0.8% | -4.8% | +4.0% | +0.3% |
| 30D | -3.1% | +16.5% | -19.7% | -6.8% |
| 3M | +6.2% | -2.0% | +8.1% | +6.0% |
| 6M | +4.8% | +12.7% | -7.9% | +0.4% |
| YTD | +35.2% | +11.2% | +24.0% | +28.7% |
| 1Y | +27.4% | +7.7% | +19.7% | +22.1% |
| 3Y | +49.8% | +60.9% | -11.1% | +24.5% |
| 5Y | +109.4% | +167.7% | -58.3% | +42.8% |
| 10Y | +135.7% | +692.1% | -556.4% | +18.2% |
| All | +135.7% | +677.6% | -542.0% | +18.2% |
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