+646.6%
PHM vs ALLY
+124.8%
+521.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.2% | +3.7% | -6.9% | -4.8% |
| 30D | -6.4% | -2.3% | -4.2% | -5.5% |
| 3M | +5.5% | +3.8% | +1.7% | +3.6% |
| 6M | -5.4% | +9.7% | -15.2% | -9.6% |
| YTD | +6.6% | -1.4% | +8.0% | +6.5% |
| 1Y | -8.8% | +8.2% | -17.1% | -13.1% |
| 3Y | +54.1% | +66.5% | -12.4% | +16.3% |
| 5Y | +144.5% | +1.2% | +143.3% | +122.2% |
| 10Y | +569.4% | +191.4% | +378.0% | +224.0% |
| All | +646.6% | +124.8% | +521.7% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling