+696.5%
PHM vs ALLY
+98.1%
+598.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.2% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | +17.9% | +3.1% | +14.9% | +16.5% |
| 3M | +2.5% | -12.6% | +15.1% | +8.9% |
| 6M | +10.8% | -12.4% | +23.2% | +17.5% |
| YTD | +13.7% | -13.2% | +26.9% | +20.4% |
| 1Y | +12.4% | +1.8% | +10.5% | +10.6% |
| 3Y | +65.6% | +58.0% | +7.7% | +28.4% |
| 5Y | +175.3% | -8.4% | +183.8% | +163.2% |
| 10Y | +713.9% | +195.3% | +518.7% | +295.7% |
| All | +696.5% | +98.1% | +598.5% | +320.4% |
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