+94.3%
AG vs PHM
-14.1%
+108.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.0% |
| 7D | -5.8% | -6.4% | +0.6% | -3.4% |
| 30D | +6.4% | -12.1% | +18.5% | +11.6% |
| 3M | +28.4% | -1.5% | +29.9% | +29.0% |
| 6M | -24.5% | -6.0% | -18.4% | -23.5% |
| YTD | +21.2% | -0.3% | +21.5% | +23.5% |
| All | +94.3% | -14.1% | +108.4% | +87.2% |
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 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