+71.9%
PHM vs BUD
+48.5%
+23.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +1.9% |
| 7D | +3.5% | +1.3% | +2.2% | +2.9% |
| 30D | +21.2% | +10.0% | +11.2% | +16.2% |
| 3M | +2.5% | +1.6% | +0.9% | +1.6% |
| 6M | +16.1% | +6.5% | +9.6% | +12.7% |
| YTD | +16.6% | +34.8% | -18.2% | +3.1% |
| 1Y | +14.4% | +36.5% | -22.0% | +0.7% |
| 3Y | +71.9% | +49.0% | +22.9% | +37.5% |
| All | +71.9% | +48.5% | +23.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling