+330.8%
PBF vs PHM
+758.5%
-427.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +4.3% | -3.2% | +7.5% | +5.7% |
| 30D | +22.0% | -6.4% | +28.4% | +25.2% |
| 3M | +74.5% | +5.5% | +69.0% | +66.9% |
| 6M | +67.7% | -5.4% | +73.1% | +65.3% |
| YTD | +179.2% | +6.6% | +172.6% | +158.7% |
| 1Y | +170.0% | -8.8% | +178.8% | +167.8% |
| 3Y | +66.4% | +54.1% | +12.3% | +21.9% |
| 5Y | +764.5% | +144.5% | +620.0% | +364.6% |
| 10Y | +358.5% | +569.4% | -210.9% | +50.8% |
| All | +330.8% | +758.5% | -427.7% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling