-14.4%
PHM vs ALLY
+5.0%
-19.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.1% |
| 7D | -2.5% | +1.0% | -3.5% | -2.9% |
| 30D | -9.7% | -3.3% | -6.4% | -8.4% |
| 3M | +2.2% | +0.5% | +1.8% | +1.9% |
| 6M | -5.7% | +12.6% | -18.3% | -9.2% |
| YTD | +2.8% | -4.7% | +7.5% | +3.9% |
| 1Y | -14.4% | +5.2% | -19.7% | -18.7% |
| All | -14.4% | +5.0% | -19.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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