+1,278.0%
AAPL vs PHM
+568.1%
+709.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.3% |
| 7D | +3.8% | -5.0% | +8.8% | +5.4% |
| 30D | +9.9% | -8.4% | +18.4% | +12.8% |
| 3M | +12.5% | -4.4% | +16.9% | +13.6% |
| 6M | +27.6% | -3.7% | +31.4% | +28.0% |
| YTD | +22.6% | +1.3% | +21.3% | +20.4% |
| 1Y | +45.0% | -14.0% | +59.0% | +49.4% |
| 3Y | +87.8% | +48.1% | +39.6% | +57.4% |
| 5Y | +128.7% | +158.8% | -30.1% | +54.8% |
| All | +1,278.0% | +568.1% | +709.9% | +670.8% |
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