+57.8%
PHM vs BWA
+76.2%
-18.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.9% |
| 7D | -3.2% | +5.7% | -8.9% | -5.1% |
| 30D | -6.4% | +1.4% | -7.8% | -7.1% |
| 3M | +5.5% | -12.1% | +17.6% | +9.9% |
| 6M | -5.4% | +28.6% | -34.0% | -15.7% |
| YTD | +6.6% | +51.1% | -44.5% | -13.5% |
| 1Y | -8.8% | +55.9% | -64.7% | -27.2% |
| All | +57.8% | +76.2% | -18.5% | +10.7% |
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 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