-61.6%
ALB vs PHM
+180.8%
-242.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.3% |
| 7D | +9.5% | +3.5% | +6.0% | +7.6% |
| 30D | -2.1% | +21.2% | -23.3% | -11.2% |
| 3M | -24.1% | +2.5% | -26.6% | -25.5% |
| 6M | -51.0% | +16.1% | -67.1% | -55.4% |
| YTD | -29.3% | +16.6% | -46.0% | -36.8% |
| 1Y | +3.2% | +14.4% | -11.3% | -7.1% |
| 3Y | -9.3% | +71.9% | -81.2% | -36.5% |
| 5Y | -61.6% | +174.3% | -236.0% | -80.1% |
| All | -61.6% | +180.8% | -242.5% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling