+65.6%
PHM vs ALC
+2.3%
+63.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.9% |
| 7D | +6.2% | +4.9% | +1.3% | +3.9% |
| 30D | +17.9% | +19.0% | -1.0% | +8.6% |
| 3M | +2.5% | +7.8% | -5.3% | -1.2% |
| 6M | +10.8% | +14.6% | -3.8% | +3.7% |
| YTD | +13.7% | -4.4% | +18.2% | +14.9% |
| 1Y | +12.4% | +1.4% | +11.0% | +10.1% |
| 3Y | +65.6% | +2.5% | +63.1% | +59.5% |
| All | +65.6% | +2.3% | +63.4% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling