+1,619.2%
PHM vs BUD
+222.5%
+1,396.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.5% |
| 7D | +2.9% | +6.0% | -3.1% | -0.3% |
| 30D | +16.5% | +11.3% | +5.2% | +9.8% |
| 3M | +0.6% | +3.6% | -2.9% | -1.4% |
| 6M | +11.6% | +7.7% | +3.9% | +6.8% |
| YTD | +12.1% | +36.4% | -24.3% | -6.0% |
| 1Y | +9.6% | +37.8% | -28.2% | -8.6% |
| 3Y | +62.3% | +51.2% | +11.0% | +25.0% |
| 5Y | +170.4% | +53.4% | +117.0% | +103.0% |
| 10Y | +683.0% | -3.2% | +686.2% | +582.0% |
| All | +1,619.2% | +222.5% | +1,396.7% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling