+337.4%
AGI vs PHM
+568.1%
-230.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -2.7% | -5.0% | +2.2% | -2.0% |
| 30D | +7.2% | -8.4% | +15.7% | +8.8% |
| 3M | +4.3% | -4.4% | +8.7% | +4.9% |
| 6M | -27.1% | -3.7% | -23.3% | -26.7% |
| YTD | -6.6% | +1.3% | -7.9% | -6.9% |
| 1Y | +9.5% | -14.0% | +23.6% | +11.6% |
| 3Y | +208.4% | +48.1% | +160.3% | +186.3% |
| 5Y | +401.6% | +158.8% | +242.9% | +323.5% |
| All | +337.4% | +568.1% | -230.7% | +223.0% |
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 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