+566.5%
PHM vs BAH
+186.6%
+379.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -3.9% | -1.3% | -2.5% | -3.5% |
| 30D | -8.6% | -6.6% | -1.9% | -6.7% |
| 3M | -2.9% | -7.2% | +4.2% | -1.3% |
| 6M | -5.7% | -10.0% | +4.3% | -3.8% |
| YTD | +1.9% | -12.5% | +14.3% | +3.6% |
| 1Y | -12.3% | -27.9% | +15.6% | -5.3% |
| 3Y | +50.8% | -31.4% | +82.2% | +56.7% |
| 5Y | +157.3% | -3.2% | +160.5% | +126.4% |
| 10Y | +566.5% | +191.5% | +375.1% | +374.0% |
| All | +566.5% | +186.6% | +379.9% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling