+33.4%
AG vs PHM
+16.2%
+17.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +7.2% | +2.0% | +5.7% |
| 7D | -2.6% | +13.6% | -16.2% | -8.3% |
| 30D | -12.1% | +19.3% | -31.4% | -19.3% |
| 3M | -6.6% | +3.5% | -10.1% | -8.2% |
| 6M | -20.5% | +18.6% | -39.0% | -27.2% |
| YTD | -7.4% | +16.7% | -24.1% | -13.8% |
| 1Y | +33.4% | +14.6% | +18.8% | +26.6% |
| All | +33.4% | +16.2% | +17.2% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling