+58.4%
PHM vs BIDU
-27.4%
+85.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -4.1% | -4.6% | +0.4% | -3.6% |
| 30D | +16.1% | -4.5% | +20.7% | +16.8% |
| 3M | -2.5% | -25.4% | +22.9% | +0.9% |
| 6M | +12.9% | -48.1% | +61.0% | +22.2% |
| YTD | +9.0% | -40.2% | +49.2% | +14.6% |
| 1Y | +8.2% | -35.2% | +43.4% | +12.1% |
| 3Y | +58.4% | -27.1% | +85.6% | +55.6% |
| All | +58.4% | -27.4% | +85.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling