+88.1%
PBF vs PHM
+5.7%
+82.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.0% |
| 7D | +3.8% | -6.1% | +9.9% | +1.4% |
| 30D | -22.2% | +13.7% | -35.9% | -17.9% |
| 3M | +1.3% | -1.5% | +2.8% | +1.1% |
| 6M | +69.0% | +11.3% | +57.7% | +76.2% |
| YTD | +166.5% | +8.9% | +157.6% | +166.1% |
| 1Y | +88.1% | +6.1% | +82.0% | +89.9% |
| All | +88.1% | +5.7% | +82.4% | +89.9% |
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 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