+147.6%
PHM vs ALK
-25.3%
+172.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -6.4% | -19.2% | +12.8% | +0.2% |
| 3M | +5.5% | -1.5% | +7.0% | +5.5% |
| 6M | -5.4% | -13.1% | +7.6% | -2.7% |
| YTD | +6.6% | -16.4% | +23.0% | +10.1% |
| 1Y | -8.8% | -33.1% | +24.2% | +0.6% |
| 3Y | +54.1% | +0.6% | +53.5% | +37.2% |
| All | +147.6% | -25.3% | +172.8% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling