+11,845.0%
PHM vs ALK
+770.6%
+11,074.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +6.2% | +9.0% | -2.8% | +2.9% |
| 30D | +17.9% | -1.6% | +19.6% | +18.6% |
| 3M | +2.5% | -23.2% | +25.7% | +12.6% |
| 6M | +10.8% | -3.9% | +14.7% | +11.2% |
| YTD | +13.7% | -22.6% | +36.3% | +21.5% |
| 1Y | +12.4% | -5.3% | +17.7% | +11.0% |
| 3Y | +65.6% | +18.6% | +47.1% | +40.4% |
| 5Y | +175.3% | -34.4% | +209.7% | +184.8% |
| 10Y | +713.9% | -40.8% | +754.7% | +668.3% |
| All | +11,845.0% | +770.6% | +11,074.4% | +2,853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling