+557.2%
PHM vs BRKR
+155.3%
+401.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -5.0% | -8.7% | +3.7% | -2.1% |
| 30D | -8.4% | -9.9% | +1.4% | -5.5% |
| 3M | -4.4% | -3.1% | -1.3% | -5.9% |
| 6M | -3.7% | +45.5% | -49.2% | -19.8% |
| YTD | +1.3% | +13.7% | -12.4% | -8.4% |
| 1Y | -14.0% | +67.4% | -81.5% | -33.7% |
| 3Y | +48.1% | -13.2% | +61.3% | +38.0% |
| 5Y | +158.8% | -39.5% | +198.3% | +172.6% |
| All | +557.2% | +155.3% | +401.9% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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