+248.5%
ALAB vs PHM
+19.4%
+229.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.3% |
| 7D | -7.5% | +2.9% | -10.4% | -7.9% |
| 30D | -36.8% | +16.5% | -53.3% | -38.9% |
| 3M | -31.9% | +0.6% | -32.5% | -32.1% |
| 6M | +8.2% | +11.6% | -3.4% | +4.6% |
| YTD | +29.9% | +12.1% | +17.9% | +24.3% |
| 1Y | +24.4% | +9.6% | +14.8% | +19.6% |
| All | +248.5% | +19.4% | +229.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling