+972.8%
PHM vs BNS
+1,463.9%
-491.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.3% |
| 7D | -3.9% | -1.3% | -2.6% | -2.8% |
| 30D | -8.6% | +4.0% | -12.6% | -11.9% |
| 3M | -2.9% | +13.8% | -16.7% | -13.3% |
| 6M | -5.7% | +32.7% | -38.4% | -25.7% |
| YTD | +1.9% | +27.6% | -25.7% | -17.5% |
| 1Y | -12.3% | +47.4% | -59.7% | -37.1% |
| 3Y | +50.8% | +129.0% | -78.2% | -25.5% |
| 5Y | +157.3% | +92.7% | +64.6% | +44.7% |
| 10Y | +566.5% | +182.1% | +384.5% | +162.1% |
| All | +972.8% | +1,463.9% | -491.1% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling