+2,251.6%
ALB vs PHM
+3,881.7%
-1,630.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.9% |
| 7D | +9.5% | +3.5% | +6.0% | +8.3% |
| 30D | -2.1% | +21.2% | -23.3% | -7.9% |
| 3M | -24.1% | +2.5% | -26.6% | -25.0% |
| 6M | -51.0% | +16.1% | -67.1% | -53.6% |
| YTD | -29.3% | +16.6% | -46.0% | -33.7% |
| 1Y | +3.2% | +14.4% | -11.3% | -2.7% |
| 3Y | -9.3% | +71.9% | -81.2% | -24.5% |
| 5Y | -61.6% | +174.3% | -236.0% | -72.5% |
| 10Y | +40.8% | +744.0% | -703.2% | -30.0% |
| All | +2,251.6% | +3,881.7% | -1,630.2% | +581.5% |
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