+557.2%
PHM vs BB
+1.6%
+555.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -8.4% | -12.5% | +4.1% | -6.9% |
| 3M | -4.4% | -17.4% | +13.0% | -3.1% |
| 6M | -3.7% | +119.1% | -122.9% | -16.5% |
| YTD | +1.3% | +102.4% | -101.1% | -11.2% |
| 1Y | -14.0% | +98.2% | -112.2% | -24.9% |
| 3Y | +48.1% | +46.9% | +1.2% | +29.2% |
| 5Y | +158.8% | -26.4% | +185.2% | +140.4% |
| All | +557.2% | +1.6% | +555.6% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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