+557.2%
PHM vs BNS
+188.9%
+368.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | -5.0% | -0.4% | -4.6% | -4.7% |
| 30D | -8.4% | +3.5% | -11.9% | -11.1% |
| 3M | -4.4% | +14.1% | -18.5% | -14.1% |
| 6M | -3.7% | +33.8% | -37.5% | -23.2% |
| YTD | +1.3% | +29.5% | -28.2% | -17.6% |
| 1Y | -14.0% | +48.4% | -62.4% | -37.1% |
| 3Y | +48.1% | +129.6% | -81.5% | -23.3% |
| 5Y | +158.8% | +96.1% | +62.7% | +50.1% |
| All | +557.2% | +188.9% | +368.3% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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