+1,335.7%
BP vs PHM
+11,456.8%
-10,121.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | -3.2% | +7.1% | +4.5% |
| 30D | +7.6% | -6.4% | +14.1% | +8.7% |
| 3M | +0.7% | +5.5% | -4.8% | -0.8% |
| 6M | +15.5% | -5.4% | +20.9% | +15.4% |
| YTD | +30.8% | +6.6% | +24.2% | +27.8% |
| 1Y | +34.3% | -8.8% | +43.1% | +34.5% |
| 3Y | +35.1% | +54.1% | -19.1% | +21.0% |
| 5Y | +126.8% | +144.5% | -17.6% | +83.0% |
| 10Y | +123.4% | +569.4% | -446.1% | +46.8% |
| All | +1,335.7% | +11,456.8% | -10,121.1% | +572.3% |
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