+163.2%
PHM vs ALLY
-10.0%
+173.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | +16.1% | +5.2% | +10.9% | +13.7% |
| 3M | -2.5% | -13.3% | +10.8% | +3.9% |
| 6M | +12.9% | -6.7% | +19.6% | +16.3% |
| YTD | +9.0% | -12.8% | +21.8% | +15.1% |
| 1Y | +8.2% | +0.7% | +7.5% | +7.2% |
| 3Y | +58.4% | +65.2% | -6.8% | +21.0% |
| All | +163.2% | -10.0% | +173.2% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling