+156.9%
PHM vs BG
+81.8%
+75.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -5.0% | +3.1% | -8.1% | -5.5% |
| 30D | -8.4% | +10.2% | -18.7% | -10.1% |
| 3M | -4.4% | -1.7% | -2.8% | -4.4% |
| 6M | -3.7% | +1.0% | -4.7% | -4.5% |
| YTD | +1.3% | +39.9% | -38.6% | -6.5% |
| 1Y | -14.0% | +53.2% | -67.3% | -22.3% |
| 3Y | +48.1% | +16.3% | +31.8% | +39.6% |
| All | +156.9% | +81.8% | +75.1% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling