+52.2%
PHM vs ALM
+2,327.9%
-2,275.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.8% | -12.3% | -3.8% |
| 7D | -2.5% | +8.4% | -10.9% | -2.7% |
| 30D | -9.7% | +34.8% | -44.5% | -10.5% |
| 3M | +2.2% | +16.2% | -14.0% | +1.4% |
| 6M | -5.7% | +2.1% | -7.8% | -6.4% |
| YTD | +2.8% | +117.0% | -114.2% | +0.3% |
| 1Y | -14.4% | +313.9% | -328.3% | -18.1% |
| 3Y | +52.2% | +2,327.9% | -2,275.7% | +29.2% |
| All | +52.2% | +2,327.9% | -2,275.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling