+14.0%
PHM vs ALLE
+15.5%
-1.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +0.8% |
| 7D | +3.5% | -0.6% | +4.1% | +4.0% |
| 30D | +21.2% | +26.6% | -5.4% | +4.7% |
| 3M | +2.5% | +13.2% | -10.7% | -5.3% |
| 6M | +16.1% | +42.9% | -26.8% | -7.7% |
| YTD | +16.6% | +21.0% | -4.4% | -3.7% |
| All | +14.0% | +15.5% | -1.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling