+380.4%
PHM vs ALC
+30.4%
+350.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.8% |
| 7D | -4.1% | -1.1% | -3.0% | -3.5% |
| 30D | +16.1% | +16.0% | +0.1% | +6.5% |
| 3M | -2.5% | +0.8% | -3.3% | -3.0% |
| 6M | +12.9% | +16.8% | -3.9% | +2.7% |
| YTD | +9.0% | -5.5% | +14.5% | +11.2% |
| 1Y | +8.2% | -5.3% | +13.4% | +10.2% |
| 3Y | +58.4% | +4.1% | +54.4% | +47.0% |
| 5Y | +159.2% | -7.1% | +166.2% | +153.9% |
| All | +380.4% | +30.4% | +350.0% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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