-62.0%
ALNY vs PHM
+16.2%
-78.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.4% | -0.7% |
| 7D | -30.7% | +13.6% | -44.3% | -32.9% |
| 30D | -26.7% | +19.3% | -46.0% | -30.4% |
| 3M | -26.4% | +3.5% | -29.9% | -26.8% |
| 6M | -45.9% | +18.6% | -64.5% | -47.5% |
| YTD | -59.5% | +16.7% | -76.2% | -59.4% |
| 1Y | -62.0% | +14.6% | -76.6% | -61.2% |
| All | -62.0% | +16.2% | -78.2% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling