+25.1%
PHM vs BIYA
-99.9%
+124.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -6.1% | +10.0% | -16.1% | -6.0% |
| 30D | +13.7% | -17.7% | +31.4% | +13.6% |
| 3M | -1.5% | -55.0% | +53.5% | -1.7% |
| 6M | +11.3% | -85.1% | +96.4% | +11.6% |
| YTD | +8.9% | -96.9% | +105.8% | +9.6% |
| 1Y | +6.1% | -98.5% | +104.6% | +7.0% |
| All | +25.1% | -99.9% | +124.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling