+45.8%
PHM vs BNS
+129.0%
-83.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -6.4% | -2.2% | -4.2% | -5.1% |
| 30D | -12.1% | +4.5% | -16.6% | -14.7% |
| 3M | -1.5% | +14.9% | -16.4% | -10.7% |
| 6M | -6.0% | +32.5% | -38.5% | -22.7% |
| YTD | -0.3% | +28.6% | -28.9% | -16.8% |
| 1Y | -13.3% | +48.4% | -61.7% | -34.8% |
| All | +45.8% | +129.0% | -83.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling