+140.1%
BP vs PHM
+669.9%
-529.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.7% |
| 7D | +2.5% | -6.1% | +8.6% | +3.9% |
| 30D | -5.6% | +13.7% | -19.3% | -8.7% |
| 3M | +8.0% | -1.5% | +9.6% | +7.8% |
| 6M | +5.7% | +11.3% | -5.6% | +1.5% |
| YTD | +36.8% | +8.9% | +27.9% | +30.8% |
| 1Y | +30.7% | +6.1% | +24.6% | +25.6% |
| 3Y | +51.6% | +57.7% | -6.1% | +26.6% |
| 5Y | +112.2% | +159.0% | -46.7% | +46.0% |
| All | +140.1% | +669.9% | -529.8% | +20.1% |
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