+393.9%
PHM vs ALC
+30.3%
+363.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.4% | -3.0% |
| 7D | +2.9% | +2.3% | +0.6% | +1.6% |
| 30D | +16.5% | +15.5% | +1.0% | +7.1% |
| 3M | +0.6% | +0.6% | +0.1% | +0.4% |
| 6M | +11.6% | +18.4% | -6.8% | +0.7% |
| YTD | +12.1% | -5.6% | +17.7% | +14.4% |
| 1Y | +9.6% | 0.0% | +9.6% | +7.9% |
| 3Y | +62.3% | +2.8% | +59.5% | +51.8% |
| 5Y | +170.4% | -8.8% | +179.2% | +168.3% |
| All | +393.9% | +30.3% | +363.7% | +227.5% |
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