+17.2%
APA vs PHM
+50.2%
-33.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +0.3% | -3.9% | +4.2% | +0.9% |
| 30D | +9.3% | -8.6% | +17.9% | +10.8% |
| 3M | +23.3% | -2.9% | +26.3% | +22.7% |
| 6M | +39.5% | -5.7% | +45.2% | +39.3% |
| YTD | +87.6% | +1.9% | +85.8% | +82.2% |
| 1Y | +114.2% | -12.3% | +126.6% | +117.9% |
| All | +17.2% | +50.2% | -33.0% | +1.3% |
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