+208.4%
AGI vs PHM
+49.3%
+159.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -2.7% | -5.0% | +2.2% | -1.8% |
| 30D | +7.2% | -8.4% | +15.7% | +9.1% |
| 3M | +4.3% | -4.4% | +8.7% | +5.2% |
| 6M | -27.1% | -3.7% | -23.3% | -26.7% |
| YTD | -6.6% | +1.3% | -7.9% | -6.7% |
| 1Y | +9.5% | -14.0% | +23.6% | +11.6% |
| 3Y | +208.4% | +48.1% | +160.3% | +168.0% |
| All | +208.4% | +49.3% | +159.1% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling