+2,364.3%
PHM vs BB
+325.9%
+2,038.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | +2.9% | +11.6% | -8.7% | +1.3% |
| 30D | +16.5% | +2.6% | +13.9% | +15.5% |
| 3M | +0.6% | +3.5% | -2.9% | -0.7% |
| 6M | +11.6% | +43.5% | -31.9% | +3.3% |
| YTD | +12.1% | +141.2% | -129.1% | -4.4% |
| 1Y | +9.6% | +97.4% | -87.8% | -3.9% |
| 3Y | +62.3% | +151.1% | -88.8% | +31.3% |
| 5Y | +170.4% | -12.8% | +183.2% | +147.3% |
| 10Y | +683.0% | +27.5% | +655.5% | +488.4% |
| All | +2,364.3% | +325.9% | +2,038.4% | +1,598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling