+174.3%
PHM vs ALM
+441.7%
-267.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +2.3% |
| 7D | +3.5% | +0.7% | +2.7% | +3.4% |
| 30D | +21.2% | -26.1% | +47.3% | +22.3% |
| 3M | +2.5% | -38.1% | +40.6% | +3.8% |
| 6M | +16.1% | -55.4% | +71.5% | +18.5% |
| YTD | +16.6% | -0.4% | +17.0% | +15.7% |
| 1Y | +14.4% | +25.4% | -10.9% | +12.6% |
| 3Y | +71.9% | +907.8% | -835.9% | +50.0% |
| 5Y | +174.3% | +440.2% | -265.8% | +144.7% |
| All | +174.3% | +441.7% | -267.3% | +144.7% |
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