+74.0%
ALB vs PHM
+568.1%
-494.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -4.1% |
| 7D | -6.6% | -5.0% | -1.6% | -4.7% |
| 30D | -8.1% | -8.4% | +0.3% | -4.9% |
| 3M | -25.7% | -4.4% | -21.3% | -25.2% |
| 6M | -29.5% | -3.7% | -25.7% | -29.5% |
| YTD | -16.2% | +1.3% | -17.5% | -18.6% |
| 1Y | +59.2% | -14.0% | +73.3% | +65.2% |
| 3Y | -33.7% | +48.1% | -81.9% | -46.0% |
| 5Y | -48.1% | +158.8% | -206.9% | -67.0% |
| All | +74.0% | +568.1% | -494.1% | -25.4% |
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