+157.3%
PHM vs BBAI
-71.3%
+228.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.9% |
| 7D | -3.9% | -4.1% | +0.2% | -3.8% |
| 30D | -8.6% | -12.4% | +3.8% | -8.4% |
| 3M | -2.9% | -29.1% | +26.1% | -2.5% |
| 6M | -5.7% | -32.6% | +26.9% | -5.4% |
| YTD | +1.9% | -47.6% | +49.4% | +2.5% |
| 1Y | -12.3% | -41.0% | +28.7% | -12.1% |
| 3Y | +50.8% | +67.5% | -16.7% | +47.7% |
| 5Y | +157.3% | -71.3% | +228.6% | +140.7% |
| All | +157.3% | -71.3% | +228.6% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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