+1,176.2%
PHM vs BTG
+385.9%
+790.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -3.9% | +2.4% | -6.3% | -4.1% |
| 30D | -8.6% | +9.5% | -18.0% | -9.4% |
| 3M | -2.9% | +38.5% | -41.4% | -6.2% |
| 6M | -5.7% | +5.6% | -11.4% | -6.9% |
| YTD | +1.9% | +23.9% | -22.1% | -1.3% |
| 1Y | -12.3% | +32.1% | -44.4% | -15.9% |
| 3Y | +50.8% | +103.2% | -52.4% | +37.1% |
| 5Y | +157.3% | +79.7% | +77.6% | +134.1% |
| 10Y | +566.5% | +159.1% | +407.4% | +467.9% |
| All | +1,176.2% | +385.9% | +790.3% | +783.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling