+147.6%
PHM vs ALLE
+13.7%
+133.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.0% |
| 30D | -6.4% | -6.8% | +0.4% | -1.4% |
| 3M | +5.5% | +21.0% | -15.5% | -9.2% |
| 6M | -5.4% | +1.1% | -6.5% | -6.9% |
| YTD | +6.6% | -0.5% | +7.1% | +5.3% |
| 1Y | -8.8% | -7.3% | -1.6% | -5.0% |
| 3Y | +54.1% | +42.3% | +11.9% | +14.2% |
| All | +147.6% | +13.7% | +133.8% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling