+188.0%
APD vs PHM
+684.3%
-496.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.4% |
| 7D | -0.2% | +2.9% | -3.2% | -1.1% |
| 30D | +11.0% | +16.5% | -5.5% | +6.3% |
| 3M | +2.0% | +0.6% | +1.3% | +1.5% |
| 6M | +7.1% | +11.6% | -4.5% | +2.9% |
| YTD | +29.8% | +12.1% | +17.7% | +23.7% |
| 1Y | +24.0% | +9.6% | +14.4% | +18.9% |
| 3Y | +27.2% | +62.3% | -35.1% | +6.4% |
| 5Y | +12.8% | +170.4% | -157.6% | -20.8% |
| All | +188.0% | +684.3% | -496.3% | +51.6% |
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