+223.4%
PHM vs BIDU
+1,302.3%
-1,078.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.4% | -1.8% |
| 7D | -2.5% | -2.4% | -0.1% | -1.9% |
| 30D | -9.7% | -15.6% | +6.0% | -6.1% |
| 3M | +2.2% | -22.3% | +24.5% | +7.8% |
| 6M | -5.7% | -22.3% | +16.6% | -1.5% |
| YTD | +2.8% | -29.2% | +32.0% | +9.1% |
| 1Y | -14.4% | -14.8% | +0.4% | -14.5% |
| 3Y | +52.2% | -31.8% | +84.0% | +55.4% |
| 5Y | +154.3% | -43.1% | +197.4% | +151.3% |
| 10Y | +545.9% | -50.6% | +596.5% | +494.4% |
| All | +223.4% | +1,302.3% | -1,078.9% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling