+100.0%
PBR vs PHM
+50.2%
+49.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +0.3% | -3.9% | +4.2% | +0.5% |
| 30D | +17.5% | -8.6% | +26.1% | +18.0% |
| 3M | +20.9% | -2.9% | +23.8% | +20.5% |
| 6M | +20.2% | -5.7% | +26.0% | +20.1% |
| YTD | +84.3% | +1.9% | +82.4% | +81.4% |
| 1Y | +77.1% | -12.3% | +89.4% | +78.0% |
| All | +100.0% | +50.2% | +49.8% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling