+176.2%
PHM vs ALK
-34.8%
+211.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +6.2% | +9.0% | -2.8% | +3.2% |
| 30D | +17.9% | -1.6% | +19.6% | +18.5% |
| 3M | +2.5% | -23.2% | +25.7% | +11.5% |
| 6M | +10.8% | -3.9% | +14.7% | +11.2% |
| YTD | +13.7% | -22.6% | +36.3% | +20.3% |
| 1Y | +12.4% | -5.3% | +17.7% | +10.9% |
| 3Y | +65.6% | +18.6% | +47.1% | +34.9% |
| All | +176.2% | -34.8% | +211.0% | +185.0% |
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