+96.4%
PBF vs PHM
+7.4%
+89.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +6.5% | -4.1% | +10.6% | +4.8% |
| 30D | -20.0% | +16.1% | -36.1% | -14.9% |
| 3M | -3.3% | -2.5% | -0.8% | -3.8% |
| 6M | +76.8% | +12.9% | +63.9% | +85.3% |
| YTD | +168.9% | +9.0% | +159.9% | +169.4% |
| 1Y | +96.4% | +8.2% | +88.2% | +98.3% |
| All | +96.4% | +7.4% | +89.0% | +98.3% |
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 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