+45.8%
PHM vs BIDU
-34.9%
+80.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.9% |
| 7D | -6.4% | -5.2% | -1.1% | -5.7% |
| 30D | -12.1% | -14.5% | +2.4% | -10.4% |
| 3M | -1.5% | -22.9% | +21.3% | +1.6% |
| 6M | -6.0% | -27.8% | +21.8% | -2.7% |
| YTD | -0.3% | -30.7% | +30.4% | +3.2% |
| 1Y | -13.3% | -15.8% | +2.5% | -14.4% |
| All | +45.8% | -34.9% | +80.7% | +50.8% |
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