+36.3%
ALB vs PHM
+677.6%
-641.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +1.1% | -4.8% | +5.8% | +3.1% |
| 30D | -2.6% | +16.5% | -19.1% | -9.0% |
| 3M | -25.6% | -2.0% | -23.6% | -25.3% |
| 6M | -54.0% | +12.7% | -66.7% | -56.9% |
| YTD | -31.6% | +11.2% | -42.7% | -36.2% |
| 1Y | -6.6% | +7.7% | -14.3% | -12.0% |
| 3Y | -14.0% | +60.9% | -74.9% | -32.4% |
| 5Y | -62.5% | +167.7% | -230.2% | -76.6% |
| 10Y | +36.3% | +692.1% | -655.8% | -44.0% |
| All | +36.3% | +677.6% | -641.4% | -44.0% |
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