+2,176.8%
ALB vs PHM
+3,694.8%
-1,517.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +1.1% | -4.8% | +5.8% | +2.5% |
| 30D | -2.6% | +16.5% | -19.1% | -7.3% |
| 3M | -25.6% | -2.0% | -23.6% | -25.4% |
| 6M | -54.0% | +12.7% | -66.7% | -56.1% |
| YTD | -31.6% | +11.2% | -42.7% | -34.8% |
| 1Y | -6.6% | +7.7% | -14.3% | -10.3% |
| 3Y | -14.0% | +60.9% | -74.9% | -27.0% |
| 5Y | -62.5% | +167.7% | -230.2% | -72.9% |
| 10Y | +36.3% | +692.1% | -655.8% | -30.9% |
| All | +2,176.8% | +3,694.8% | -1,517.9% | +569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling