+8.2%
PHM vs ALC
-6.0%
+14.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.6% |
| 7D | -4.1% | -1.1% | -3.0% | -3.6% |
| 30D | +16.1% | +16.0% | +0.1% | +8.6% |
| 3M | -2.5% | +0.8% | -3.3% | -3.0% |
| 6M | +12.9% | +16.8% | -3.9% | +5.6% |
| YTD | +9.0% | -5.5% | +14.5% | +9.3% |
| 1Y | +8.2% | -5.3% | +13.4% | +8.0% |
| All | +8.2% | -6.0% | +14.2% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling