-3.7%
APA vs PHM
+568.1%
-571.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.3% |
| 7D | +4.6% | -5.0% | +9.6% | +7.0% |
| 30D | +11.9% | -8.4% | +20.3% | +16.1% |
| 3M | +22.5% | -4.4% | +26.9% | +22.9% |
| 6M | +37.5% | -3.7% | +41.3% | +34.7% |
| YTD | +87.2% | +1.3% | +85.9% | +77.7% |
| 1Y | +101.4% | -14.0% | +115.5% | +106.9% |
| 3Y | +16.9% | +48.1% | -31.2% | -15.1% |
| 5Y | +178.4% | +158.8% | +19.7% | +36.9% |
| All | -3.7% | +568.1% | -571.8% | -67.0% |
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