+175.6%
APA vs PHM
+152.6%
+23.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.2% |
| 7D | +0.3% | -3.9% | +4.2% | +1.3% |
| 30D | +9.3% | -8.6% | +17.9% | +11.6% |
| 3M | +23.3% | -2.9% | +26.3% | +22.8% |
| 6M | +39.5% | -5.7% | +45.2% | +39.0% |
| YTD | +87.6% | +1.9% | +85.8% | +81.6% |
| 1Y | +114.2% | -12.3% | +126.6% | +117.5% |
| 3Y | +13.6% | +50.8% | -37.2% | -7.2% |
| 5Y | +175.6% | +157.3% | +18.3% | +67.4% |
| All | +175.6% | +152.6% | +23.0% | +67.4% |
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