+121,410.5%
AAPL vs PHM
+11,025.7%
+110,384.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | +1.0% | -9.9% | +10.9% | +3.4% |
| 3M | +5.0% | +2.0% | +3.0% | +4.1% |
| 6M | +23.0% | -5.9% | +28.9% | +24.1% |
| YTD | +16.6% | +2.6% | +14.0% | +14.9% |
| 1Y | +33.4% | -14.6% | +48.0% | +36.9% |
| 3Y | +79.9% | +51.9% | +28.0% | +58.0% |
| 5Y | +109.0% | +153.7% | -44.7% | +60.5% |
| 10Y | +1,210.4% | +544.4% | +666.0% | +676.4% |
| All | +121,410.5% | +11,025.7% | +110,384.8% | +23,822.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling