+236.1%
ALNY vs PHM
+568.1%
-332.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -6.5% | -5.0% | -1.6% | -5.4% |
| 30D | +11.0% | -8.4% | +19.5% | +13.5% |
| 3M | -14.1% | -4.4% | -9.6% | -13.0% |
| 6M | -22.4% | -3.7% | -18.7% | -21.7% |
| YTD | -37.5% | +1.3% | -38.7% | -37.8% |
| 1Y | -46.9% | -14.0% | -32.9% | -45.3% |
| 3Y | +22.1% | +48.1% | -26.0% | +6.5% |
| 5Y | +31.2% | +158.8% | -127.6% | -4.0% |
| All | +236.1% | +568.1% | -332.0% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling