+154.3%
PHM vs BUD
+45.2%
+109.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -2.5% | +0.8% | -3.2% | -2.8% |
| 30D | -9.7% | -4.8% | -4.8% | -7.5% |
| 3M | +2.2% | +1.4% | +0.9% | +1.5% |
| 6M | -5.7% | +9.9% | -15.5% | -10.2% |
| YTD | +2.8% | +26.3% | -23.5% | -8.4% |
| 1Y | -14.4% | +36.1% | -50.6% | -26.5% |
| 3Y | +52.2% | +48.6% | +3.6% | +21.5% |
| 5Y | +154.3% | +45.0% | +109.2% | +101.6% |
| All | +154.3% | +45.2% | +109.1% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling