+50.4%
PHM vs BB
+69.2%
-18.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.7% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -9.7% | -12.4% | +2.7% | -8.7% |
| 3M | +2.2% | -15.3% | +17.5% | +2.8% |
| 6M | -5.7% | +128.8% | -134.5% | -15.9% |
| YTD | +2.8% | +107.7% | -104.8% | -7.4% |
| 1Y | -14.4% | +103.9% | -118.3% | -23.2% |
| All | +50.4% | +69.2% | -18.9% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling