+203.5%
PHM vs BAM
+86.2%
+117.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | +6.2% | +9.7% | -3.5% | +2.1% |
| 30D | +17.9% | +19.0% | -1.0% | +9.7% |
| 3M | +2.5% | +0.6% | +1.9% | +2.1% |
| 6M | +10.8% | +11.1% | -0.3% | +5.6% |
| YTD | +13.7% | +4.2% | +9.5% | +10.6% |
| 1Y | +12.4% | +3.3% | +9.0% | +9.6% |
| 3Y | +65.6% | +88.8% | -23.1% | +20.9% |
| All | +203.5% | +86.2% | +117.3% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling