+174.5%
PHM vs BAM
+71.9%
+102.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.1% |
| 7D | -2.5% | -1.6% | -0.9% | -1.8% |
| 30D | -9.7% | -6.0% | -3.7% | -7.4% |
| 3M | +2.2% | +7.3% | -5.1% | -0.9% |
| 6M | -5.7% | +8.2% | -13.9% | -9.0% |
| YTD | +2.8% | -3.8% | +6.7% | +3.5% |
| 1Y | -14.4% | -10.7% | -3.7% | -11.6% |
| 3Y | +52.2% | +55.3% | -3.1% | +18.6% |
| All | +174.5% | +71.9% | +102.6% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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