+156.9%
PHM vs BTG
+78.0%
+78.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -5.0% | -3.8% | -1.2% | -4.5% |
| 30D | -8.4% | +3.6% | -12.1% | -9.0% |
| 3M | -4.4% | +32.0% | -36.4% | -8.5% |
| 6M | -3.7% | +3.4% | -7.1% | -5.3% |
| YTD | +1.3% | +20.8% | -19.5% | -3.3% |
| 1Y | -14.0% | +22.4% | -36.4% | -18.7% |
| 3Y | +48.1% | +91.7% | -43.6% | +26.2% |
| All | +156.9% | +78.0% | +78.9% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling