+5.6%
APD vs PHM
-14.7%
+20.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.6% | -3.9% | -0.7% | -4.1% |
| 30D | -4.2% | -8.6% | +4.4% | -3.1% |
| 3M | +5.0% | -2.9% | +7.9% | +4.8% |
| 6M | +8.9% | -5.7% | +14.6% | +9.5% |
| YTD | +21.9% | +1.9% | +20.0% | +18.2% |
| 1Y | +5.6% | -12.3% | +17.9% | +7.0% |
| All | +5.6% | -14.7% | +20.2% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling