-27.2%
ALB vs PHM
+51.6%
-78.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +4.2% |
| 7D | -4.4% | -2.5% | -1.9% | -3.4% |
| 30D | -1.2% | -9.7% | +8.5% | +3.3% |
| 3M | -13.3% | +2.2% | -15.5% | -15.8% |
| 6M | -19.8% | -5.7% | -14.1% | -19.2% |
| YTD | -7.9% | +2.8% | -10.8% | -12.4% |
| 1Y | +60.2% | -14.4% | +74.6% | +69.0% |
| All | -27.2% | +51.6% | -78.8% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling