-35.9%
AAL vs PHM
+152.6%
-188.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.8% |
| 7D | -1.3% | -3.9% | +2.6% | +0.9% |
| 30D | -13.7% | -8.6% | -5.2% | -9.2% |
| 3M | -8.2% | -2.9% | -5.2% | -6.4% |
| 6M | +13.1% | -5.7% | +18.8% | +17.1% |
| YTD | -15.6% | +1.9% | -17.4% | -16.6% |
| 1Y | +1.4% | -12.3% | +13.7% | +8.4% |
| 3Y | -7.4% | +50.8% | -58.2% | -31.5% |
| 5Y | -35.9% | +157.3% | -193.2% | -67.6% |
| All | -35.9% | +152.6% | -188.5% | -67.6% |
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