+572.2%
PBR vs PHM
+149.8%
+422.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | +4.2% | -6.4% | +10.6% | +4.8% |
| 30D | +22.7% | -12.1% | +34.8% | +24.0% |
| 3M | +21.5% | -1.5% | +23.1% | +21.0% |
| 6M | +24.0% | -6.0% | +30.0% | +23.9% |
| YTD | +88.2% | -0.3% | +88.5% | +86.0% |
| 1Y | +74.8% | -13.3% | +88.2% | +75.9% |
| 3Y | +105.1% | +47.6% | +57.6% | +88.1% |
| 5Y | +572.2% | +154.7% | +417.5% | +452.7% |
| All | +572.2% | +149.8% | +422.4% | +452.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling