+619.1%
PHM vs ALM
+3,516.3%
-2,897.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.4% | -3.9% |
| 7D | +2.9% | -6.3% | +9.3% | +2.9% |
| 30D | +16.5% | -31.4% | +47.9% | +16.6% |
| 3M | +0.6% | -40.6% | +41.2% | +0.8% |
| 6M | +11.6% | -58.6% | +70.2% | +11.8% |
| YTD | +12.1% | -7.6% | +19.7% | +12.1% |
| 1Y | +9.6% | +13.8% | -4.2% | +9.5% |
| 3Y | +62.3% | +842.1% | -779.9% | +61.2% |
| 5Y | +170.4% | +407.4% | -237.0% | +168.7% |
| 10Y | +683.0% | +2,079.4% | -1,396.4% | +676.8% |
| All | +619.1% | +3,516.3% | -2,897.2% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling