+749.9%
PHM vs ALLE
+327.3%
+422.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.3% |
| 7D | +6.2% | -0.6% | +6.8% | +6.7% |
| 30D | +17.9% | +25.3% | -7.4% | +1.0% |
| 3M | +2.5% | +10.3% | -7.8% | -4.2% |
| 6M | +10.8% | +38.0% | -27.3% | -11.7% |
| YTD | +13.7% | +17.8% | -4.1% | +0.4% |
| 1Y | +12.4% | +13.6% | -1.2% | +1.7% |
| 3Y | +65.6% | +89.2% | -23.6% | +5.5% |
| 5Y | +175.3% | +51.1% | +124.3% | +101.3% |
| 10Y | +713.9% | +228.1% | +485.8% | +268.5% |
| All | +749.9% | +327.3% | +422.6% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling