+242.9%
PHM vs BIDU
+1,083.9%
-841.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -4.1% | -4.6% | +0.4% | -3.0% |
| 30D | +16.1% | -4.5% | +20.7% | +17.4% |
| 3M | -2.5% | -25.4% | +22.9% | +4.3% |
| 6M | +12.9% | -48.1% | +61.0% | +31.0% |
| YTD | +9.0% | -40.2% | +49.2% | +20.4% |
| 1Y | +8.2% | -35.2% | +43.4% | +16.6% |
| 3Y | +58.4% | -27.1% | +85.6% | +58.7% |
| 5Y | +159.2% | -54.2% | +213.4% | +171.1% |
| 10Y | +676.9% | -52.0% | +728.9% | +616.1% |
| All | +242.9% | +1,083.9% | -841.1% | +37.7% |
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