+6,147.0%
APD vs PHM
+12,054.4%
-5,907.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.3% |
| 7D | -0.2% | +2.9% | -3.2% | -0.9% |
| 30D | +11.0% | +16.5% | -5.5% | +7.1% |
| 3M | +1.3% | +0.6% | +0.7% | +0.9% |
| 6M | +6.4% | +11.6% | -5.2% | +3.0% |
| YTD | +28.9% | +12.1% | +16.8% | +24.0% |
| 1Y | +23.2% | +9.6% | +13.6% | +19.1% |
| 3Y | +26.3% | +62.3% | -35.9% | +9.7% |
| 5Y | +12.0% | +170.4% | -158.4% | -15.0% |
| 10Y | +183.2% | +683.0% | -499.8% | +60.8% |
| All | +6,147.0% | +12,054.4% | -5,907.5% | +1,531.0% |
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 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