+58.4%
PHM vs BWA
+64.0%
-5.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.1% | +4.3% | -8.4% | -5.6% |
| 30D | +16.1% | -13.0% | +29.2% | +21.7% |
| 3M | -2.5% | -24.8% | +22.3% | +7.6% |
| 6M | +12.9% | -23.5% | +36.4% | +22.4% |
| YTD | +9.0% | +13.8% | -4.8% | -4.7% |
| 1Y | +8.2% | +13.4% | -5.3% | -5.4% |
| 3Y | +58.4% | +62.8% | -4.3% | +11.1% |
| All | +58.4% | +64.0% | -5.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling