+5,453.2%
AGI vs PHM
+914.0%
+4,539.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.4% |
| 7D | +2.2% | -3.9% | +6.1% | +2.7% |
| 30D | +11.3% | -8.6% | +19.8% | +12.6% |
| 3M | +5.6% | -2.9% | +8.6% | +6.0% |
| 6M | -27.7% | -5.7% | -22.0% | -27.2% |
| YTD | -4.1% | +1.9% | -5.9% | -4.4% |
| 1Y | +13.8% | -12.3% | +26.1% | +15.3% |
| 3Y | +217.0% | +50.8% | +166.3% | +196.8% |
| 5Y | +404.3% | +157.3% | +247.0% | +337.0% |
| 10Y | +400.5% | +566.5% | -166.0% | +273.5% |
| All | +5,453.2% | +914.0% | +4,539.2% | +3,948.0% |
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