+11,350.9%
PHM vs BBWI
+1,144.0%
+10,207.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | +16.1% | +12.9% | +3.3% | +11.0% |
| 3M | -2.5% | +16.0% | -18.5% | -9.1% |
| 6M | +12.9% | +16.6% | -3.7% | +4.0% |
| YTD | +9.0% | +9.7% | -0.7% | +0.6% |
| 1Y | +8.2% | +1.5% | +6.7% | +0.3% |
| 3Y | +58.4% | -21.4% | +79.8% | +50.9% |
| 5Y | +159.2% | -67.6% | +226.7% | +225.9% |
| 10Y | +676.9% | -46.8% | +723.7% | +510.8% |
| All | +11,350.9% | +1,144.0% | +10,207.0% | +1,969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling