+14.6%
PHM vs BWA
+17.4%
-2.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.5% | +9.7% | +7.6% |
| 7D | +13.6% | -9.9% | +23.5% | +15.8% |
| 30D | +19.3% | -16.4% | +35.7% | +23.5% |
| 3M | +3.5% | -19.8% | +23.3% | +7.8% |
| 6M | +18.6% | -10.0% | +28.6% | +18.2% |
| YTD | +16.7% | +12.7% | +4.0% | +1.7% |
| 1Y | +14.6% | +15.7% | -1.0% | -1.7% |
| All | +14.6% | +17.4% | -2.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling