+1,347.1%
PHM vs BG
+1,181.2%
+165.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | -8.6% | +10.3% | -18.9% | -11.8% |
| 3M | -2.9% | -1.9% | -1.0% | -3.3% |
| 6M | -5.7% | +5.2% | -11.0% | -8.8% |
| YTD | +1.9% | +41.2% | -39.3% | -11.2% |
| 1Y | -12.3% | +50.5% | -62.8% | -25.6% |
| 3Y | +50.8% | +19.9% | +30.9% | +35.5% |
| 5Y | +157.3% | +86.7% | +70.6% | +89.8% |
| 10Y | +566.5% | +167.5% | +399.1% | +302.6% |
| All | +1,347.1% | +1,181.2% | +165.9% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling