+661.1%
BX vs PHM
+568.1%
+92.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.7% |
| 7D | -5.6% | -5.0% | -0.6% | -3.3% |
| 30D | -12.2% | -8.4% | -3.8% | -8.5% |
| 3M | +7.4% | -4.4% | +11.8% | +9.1% |
| 6M | +22.2% | -3.7% | +25.9% | +23.0% |
| YTD | -14.0% | +1.3% | -15.3% | -16.0% |
| 1Y | -27.3% | -14.0% | -13.3% | -23.4% |
| 3Y | +24.5% | +48.1% | -23.6% | -1.7% |
| 5Y | +18.9% | +158.8% | -139.9% | -29.2% |
| All | +661.1% | +568.1% | +92.9% | +175.9% |
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