+962.6%
APA vs PHM
+11,710.1%
-10,747.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.4% |
| 7D | +9.6% | -6.1% | +15.7% | +11.2% |
| 30D | -0.2% | +13.7% | -14.0% | -3.8% |
| 3M | +19.8% | -1.5% | +21.4% | +19.4% |
| 6M | +30.1% | +11.3% | +18.8% | +24.5% |
| YTD | +100.4% | +8.9% | +91.5% | +91.3% |
| 1Y | +105.2% | +6.1% | +99.1% | +96.9% |
| 3Y | +44.6% | +57.7% | -13.1% | +24.0% |
| 5Y | +88.8% | +159.0% | -70.1% | +40.1% |
| 10Y | +6.6% | +676.2% | -669.6% | -36.6% |
| All | +962.6% | +11,710.1% | -10,747.5% | +309.9% |
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