+12.4%
AA vs PHM
+152.6%
-140.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.5% |
| 7D | -0.6% | -3.9% | +3.2% | +1.0% |
| 30D | -1.6% | -8.6% | +7.0% | +2.3% |
| 3M | -29.8% | -2.9% | -26.9% | -29.3% |
| 6M | -16.6% | -5.7% | -10.9% | -15.7% |
| YTD | -4.0% | +1.9% | -5.9% | -7.2% |
| 1Y | +63.5% | -12.3% | +75.8% | +69.3% |
| 3Y | +86.8% | +50.8% | +36.0% | +43.5% |
| 5Y | +12.4% | +157.3% | -144.9% | -36.9% |
| All | +12.4% | +152.6% | -140.2% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling