+180.7%
PBF vs PHM
-14.5%
+195.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | 0.0% |
| 7D | +2.3% | -6.4% | +8.7% | +0.1% |
| 30D | +11.6% | -12.1% | +23.6% | +6.8% |
| 3M | +81.7% | -1.5% | +83.3% | +80.4% |
| 6M | +96.4% | -6.0% | +102.5% | +98.3% |
| YTD | +189.5% | -0.3% | +189.8% | +183.6% |
| 1Y | +180.7% | -13.3% | +194.1% | +179.8% |
| All | +180.7% | -14.5% | +195.2% | +179.8% |
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