+255.2%
AG vs PHM
+392.3%
-137.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -10.0% | -4.1% | -5.8% | -8.9% |
| 30D | -10.5% | +16.1% | -26.6% | -13.9% |
| 3M | -27.3% | -2.5% | -24.8% | -26.8% |
| 6M | -43.0% | +12.9% | -55.9% | -44.8% |
| YTD | -17.9% | +9.0% | -26.9% | -19.9% |
| 1Y | +11.9% | +8.2% | +3.8% | +9.3% |
| 3Y | +201.8% | +58.4% | +143.4% | +164.0% |
| 5Y | -0.1% | +159.2% | -159.2% | -24.2% |
| 10Y | +72.7% | +676.9% | -604.1% | -4.6% |
| All | +255.2% | +392.3% | -137.2% | +62.0% |
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