+66.5%
AG vs PHM
+557.7%
-491.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.2% |
| 7D | -5.8% | -6.4% | +0.6% | -3.9% |
| 30D | +6.4% | -12.1% | +18.5% | +10.6% |
| 3M | +28.4% | -1.5% | +29.9% | +28.8% |
| 6M | -24.5% | -6.0% | -18.4% | -23.3% |
| YTD | +21.2% | -0.3% | +21.5% | +20.9% |
| 1Y | +114.1% | -13.3% | +127.4% | +121.6% |
| 3Y | +268.0% | +47.6% | +220.5% | +219.5% |
| 5Y | +67.3% | +154.7% | -87.4% | +20.8% |
| All | +66.5% | +557.7% | -491.2% | -6.2% |
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