+154.3%
PHM vs BWA
+88.6%
+65.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.7% |
| 7D | -2.5% | +4.3% | -6.8% | -4.2% |
| 30D | -9.7% | -2.9% | -6.8% | -8.7% |
| 3M | +2.2% | -12.4% | +14.6% | +7.5% |
| 6M | -5.7% | +28.6% | -34.2% | -17.5% |
| YTD | +2.8% | +48.2% | -45.4% | -18.0% |
| 1Y | -14.4% | +50.9% | -65.3% | -32.5% |
| 3Y | +52.2% | +72.2% | -19.9% | +9.0% |
| 5Y | +154.3% | +91.1% | +63.2% | +64.8% |
| All | +154.3% | +88.6% | +65.6% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling