+163.5%
PHM vs ALM
+941.2%
-777.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -3.2% | -2.6% | -0.6% | -3.1% |
| 30D | -6.4% | +32.0% | -38.4% | -7.4% |
| 3M | +5.5% | -15.0% | +20.5% | +5.7% |
| 6M | -5.4% | -10.1% | +4.7% | -5.8% |
| YTD | +6.6% | +99.4% | -92.8% | +3.5% |
| 1Y | -8.8% | +316.4% | -325.2% | -13.8% |
| 3Y | +54.1% | +2,022.0% | -1,967.9% | +30.8% |
| All | +163.5% | +941.2% | -777.7% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling