+424.7%
PHM vs BR
+1,286.0%
-861.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -1.9% |
| 7D | -2.5% | -5.9% | +3.5% | +1.5% |
| 30D | -9.7% | +1.9% | -11.6% | -11.1% |
| 3M | +2.2% | +14.7% | -12.4% | -7.6% |
| 6M | -5.7% | -12.8% | +7.1% | +1.3% |
| YTD | +2.8% | -23.0% | +25.9% | +18.9% |
| 1Y | -14.4% | -31.7% | +17.3% | +7.4% |
| 3Y | +52.2% | -4.8% | +57.0% | +48.9% |
| 5Y | +154.3% | +7.8% | +146.4% | +123.6% |
| 10Y | +545.9% | +184.1% | +361.8% | +163.8% |
| All | +424.7% | +1,286.0% | -861.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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