+557.2%
PHM vs BG
+166.7%
+390.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | -5.0% | +3.1% | -8.1% | -5.9% |
| 30D | -8.4% | +10.2% | -18.7% | -11.3% |
| 3M | -4.4% | -1.7% | -2.8% | -4.7% |
| 6M | -3.7% | +1.0% | -4.7% | -5.3% |
| YTD | +1.3% | +39.9% | -38.6% | -10.6% |
| 1Y | -14.0% | +53.2% | -67.3% | -26.6% |
| 3Y | +48.1% | +16.3% | +31.8% | +36.0% |
| 5Y | +158.8% | +83.9% | +74.9% | +91.9% |
| All | +557.2% | +166.7% | +390.5% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling