+21.5%
BX vs PHM
+47.0%
-25.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | -8.9% | -6.4% | -2.6% | -6.1% |
| 30D | -14.8% | -12.1% | -2.7% | -9.5% |
| 3M | +6.9% | -1.5% | +8.5% | +6.9% |
| 6M | +16.3% | -6.0% | +22.3% | +18.3% |
| YTD | -16.1% | -0.3% | -15.8% | -17.8% |
| 1Y | -26.8% | -13.3% | -13.4% | -23.2% |
| All | +21.5% | +47.0% | -25.4% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling