+117.1%
AA vs PHM
+557.7%
-440.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -3.8% |
| 7D | -5.4% | -6.4% | +1.0% | -2.4% |
| 30D | -10.7% | -12.1% | +1.4% | -5.1% |
| 3M | -26.2% | -1.5% | -24.6% | -26.3% |
| 6M | -20.9% | -6.0% | -14.9% | -19.9% |
| YTD | -8.6% | -0.3% | -8.3% | -10.8% |
| 1Y | +57.4% | -13.3% | +70.7% | +63.9% |
| 3Y | +77.8% | +47.6% | +30.2% | +38.0% |
| 5Y | +2.7% | +154.7% | -152.0% | -41.7% |
| All | +117.1% | +557.7% | -440.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling