+97.6%
AGG vs PHM
+773.7%
-676.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | -0.2% | -8.6% | +8.3% | -0.2% |
| 3M | -0.7% | -2.9% | +2.2% | -0.7% |
| 6M | -1.8% | -5.7% | +3.9% | -1.7% |
| YTD | -0.6% | +1.9% | -2.4% | -0.6% |
| 1Y | +0.4% | -12.3% | +12.7% | +0.4% |
| 3Y | +13.2% | +50.8% | -37.6% | +12.8% |
| 5Y | -2.0% | +157.3% | -159.3% | -2.5% |
| 10Y | +15.1% | +566.5% | -551.5% | +14.9% |
| All | +97.6% | +773.7% | -676.0% | +101.2% |
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 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