+11,095.6%
PHM vs ALK
+839.9%
+10,255.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -6.4% | -19.2% | +12.8% | +1.1% |
| 3M | +5.5% | -1.5% | +7.0% | +5.3% |
| 6M | -5.4% | -13.1% | +7.6% | -2.2% |
| YTD | +6.6% | -16.4% | +23.0% | +10.8% |
| 1Y | -8.8% | -33.1% | +24.2% | +2.0% |
| 3Y | +54.1% | +0.6% | +53.5% | +39.1% |
| 5Y | +144.5% | -26.4% | +170.9% | +141.7% |
| 10Y | +569.4% | -34.2% | +603.6% | +507.1% |
| All | +11,095.6% | +839.9% | +10,255.7% | +2,593.7% |
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