+121,410.5%
AAPL vs PHM
+11,050.0%
+110,360.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | -2.7% | -2.5% | -0.3% | -2.2% |
| 30D | +1.0% | -9.7% | +10.7% | +3.4% |
| 3M | +5.0% | +2.2% | +2.7% | +4.0% |
| 6M | +23.0% | -5.7% | +28.7% | +24.0% |
| YTD | +16.6% | +2.8% | +13.8% | +14.8% |
| 1Y | +33.4% | -14.4% | +47.8% | +36.8% |
| 3Y | +79.9% | +52.2% | +27.7% | +57.9% |
| 5Y | +109.0% | +154.3% | -45.2% | +60.4% |
| 10Y | +1,210.4% | +545.9% | +664.6% | +676.1% |
| All | +121,410.5% | +11,050.0% | +110,360.5% | +23,810.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling