+545.9%
PHM vs ALK
-38.6%
+584.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -9.7% | -18.5% | +8.8% | -3.0% |
| 3M | +2.2% | -3.6% | +5.8% | +2.9% |
| 6M | -5.7% | -3.7% | -2.0% | -5.9% |
| YTD | +2.8% | -19.0% | +21.8% | +7.9% |
| 1Y | -14.4% | -36.0% | +21.6% | -3.0% |
| 3Y | +52.2% | +2.3% | +49.9% | +35.6% |
| 5Y | +154.3% | -27.8% | +182.0% | +151.6% |
| 10Y | +545.9% | -39.0% | +584.8% | +408.2% |
| All | +545.9% | -38.6% | +584.4% | +408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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