+696.5%
PHM vs ALLE
+260.9%
+435.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +5.5% | +21.0% | -15.5% | -7.9% |
| 6M | -5.4% | +1.1% | -6.5% | -6.8% |
| YTD | +6.6% | -0.5% | +7.1% | +5.7% |
| 1Y | -8.8% | -7.3% | -1.6% | -5.2% |
| 3Y | +54.1% | +42.3% | +11.9% | +19.3% |
| 5Y | +144.5% | +13.5% | +131.0% | +115.6% |
| 10Y | +569.4% | +144.0% | +425.4% | +264.9% |
| All | +696.5% | +260.9% | +435.7% | +253.6% |
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