+1,632.9%
PBR vs PHM
+1,946.6%
-313.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.7% |
| 7D | +2.5% | -2.5% | +4.9% | +3.2% |
| 30D | +19.4% | -9.7% | +29.0% | +23.0% |
| 3M | +20.8% | +2.2% | +18.6% | +18.5% |
| 6M | +23.5% | -5.7% | +29.2% | +23.5% |
| YTD | +83.4% | +2.8% | +80.6% | +77.3% |
| 1Y | +77.6% | -14.4% | +92.0% | +81.4% |
| 3Y | +99.9% | +52.2% | +47.6% | +62.1% |
| 5Y | +567.7% | +154.3% | +413.5% | +332.7% |
| 10Y | +621.5% | +545.9% | +75.7% | +228.8% |
| All | +1,632.9% | +1,946.6% | -313.7% | +414.6% |
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