-8.2%
AAL vs PHM
+50.2%
-58.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.8% |
| 7D | -1.3% | -3.9% | +2.6% | +0.8% |
| 30D | -13.7% | -8.6% | -5.2% | -9.4% |
| 3M | -8.2% | -2.9% | -5.2% | -6.4% |
| 6M | +13.1% | -5.7% | +18.8% | +16.7% |
| YTD | -15.6% | +1.9% | -17.4% | -16.3% |
| 1Y | +1.4% | -12.3% | +13.7% | +7.7% |
| All | -8.2% | +50.2% | -58.3% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling