+28.7%
PHM vs BIYA
-99.9%
+128.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.9% | -8.8% | -3.9% |
| 7D | +2.9% | -4.1% | +7.0% | +2.9% |
| 30D | +16.5% | -35.5% | +52.0% | +16.2% |
| 3M | +0.6% | -56.3% | +56.9% | +0.4% |
| 6M | +11.6% | -88.7% | +100.2% | +11.7% |
| YTD | +12.1% | -97.0% | +109.0% | +12.7% |
| 1Y | +9.6% | -98.7% | +108.3% | +10.6% |
| All | +28.7% | -99.9% | +128.6% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling