+11,095.6%
PHM vs BBWI
+1,034.6%
+10,061.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | -3.2% | +1.5% | -4.7% | -3.8% |
| 30D | -6.4% | -5.2% | -1.2% | -5.2% |
| 3M | +5.5% | +11.1% | -5.6% | +0.3% |
| 6M | -5.4% | -13.4% | +7.9% | -3.1% |
| YTD | +6.6% | +0.1% | +6.5% | +2.6% |
| 1Y | -8.8% | -36.1% | +27.3% | +1.0% |
| 3Y | +54.1% | -44.1% | +98.2% | +68.1% |
| 5Y | +144.5% | -66.2% | +210.7% | +203.8% |
| 10Y | +569.4% | -54.8% | +624.2% | +464.7% |
| All | +11,095.6% | +1,034.6% | +10,061.0% | +2,010.5% |
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