+87.8%
APA vs PHM
+158.4%
-70.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.4% |
| 7D | +9.6% | -6.1% | +15.7% | +11.0% |
| 30D | -0.2% | +13.7% | -14.0% | -3.6% |
| 3M | +19.8% | -1.5% | +21.4% | +19.4% |
| 6M | +30.1% | +11.3% | +18.8% | +24.1% |
| YTD | +100.4% | +8.9% | +91.5% | +90.2% |
| 1Y | +105.2% | +6.1% | +99.1% | +96.1% |
| 3Y | +44.6% | +57.7% | -13.1% | +18.2% |
| All | +87.8% | +158.4% | -70.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling