+6.1%
PHM vs BBWI
+1.2%
+4.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -6.1% | -4.5% | -1.6% | -5.3% |
| 30D | +13.7% | +17.1% | -3.4% | +11.0% |
| 3M | -1.5% | +17.5% | -19.0% | -4.4% |
| 6M | +11.3% | +12.8% | -1.6% | +8.9% |
| YTD | +8.9% | +8.2% | +0.8% | +7.4% |
| 1Y | +6.1% | -1.8% | +7.9% | +4.9% |
| All | +6.1% | +1.2% | +4.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling