+147.6%
PHM vs ALC
-16.0%
+163.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.1% |
| 30D | -6.4% | -0.1% | -6.3% | -6.4% |
| 3M | +5.5% | +5.9% | -0.4% | +2.2% |
| 6M | -5.4% | -15.9% | +10.5% | +3.0% |
| YTD | +6.6% | -10.1% | +16.7% | +11.4% |
| 1Y | -8.8% | -10.2% | +1.4% | -4.7% |
| 3Y | +54.1% | -13.6% | +67.7% | +60.7% |
| All | +147.6% | -16.0% | +163.6% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling