+111.0%
PBF vs PHM
+16.2%
+94.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.2% | -13.8% | -3.9% |
| 7D | -0.9% | +13.6% | -14.5% | +4.3% |
| 30D | -13.7% | +19.3% | -33.0% | -7.5% |
| 3M | +10.6% | +3.5% | +7.1% | +12.5% |
| 6M | +61.2% | +18.6% | +42.6% | +72.1% |
| YTD | +172.7% | +16.7% | +156.0% | +179.3% |
| 1Y | +111.0% | +14.6% | +96.4% | +120.8% |
| All | +111.0% | +16.2% | +94.8% | +120.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling