+2,296.6%
PHM vs BB
+314.8%
+1,981.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -4.1% | +1.8% | -6.0% | -4.4% |
| 30D | +16.1% | +8.1% | +8.0% | +14.3% |
| 3M | -2.5% | -1.0% | -1.5% | -3.2% |
| 6M | +12.9% | +45.9% | -33.0% | +4.3% |
| YTD | +9.0% | +134.8% | -125.8% | -6.6% |
| 1Y | +8.2% | +104.6% | -96.4% | -5.7% |
| 3Y | +58.4% | +152.8% | -94.4% | +28.0% |
| 5Y | +159.2% | -17.4% | +176.6% | +138.9% |
| 10Y | +676.9% | +22.4% | +654.4% | +487.2% |
| All | +2,296.6% | +314.8% | +1,981.8% | +1,557.4% |
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