+247.7%
PBF vs PHM
+669.9%
-422.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.7% |
| 7D | +3.8% | -6.1% | +9.9% | +6.8% |
| 30D | -22.2% | +13.7% | -35.9% | -27.3% |
| 3M | +1.3% | -1.5% | +2.8% | +0.6% |
| 6M | +69.0% | +11.3% | +57.7% | +54.7% |
| YTD | +166.5% | +8.9% | +157.6% | +139.9% |
| 1Y | +88.1% | +6.1% | +82.0% | +71.1% |
| 3Y | +77.9% | +57.7% | +20.3% | +23.9% |
| 5Y | +413.0% | +159.0% | +254.1% | +141.8% |
| All | +247.7% | +669.9% | -422.1% | -18.6% |
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