+5,927.3%
APD vs PHM
+11,456.8%
-5,529.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | -3.2% | +1.0% | -1.5% |
| 30D | +2.1% | -6.4% | +8.5% | +3.6% |
| 3M | +7.2% | +5.5% | +1.7% | +5.4% |
| 6M | +11.2% | -5.4% | +16.7% | +11.8% |
| YTD | +24.4% | +6.6% | +17.8% | +21.3% |
| 1Y | +6.7% | -8.8% | +15.5% | +7.7% |
| 3Y | +9.2% | +54.1% | -44.9% | -3.9% |
| 5Y | +27.4% | +144.5% | -117.1% | -1.1% |
| 10Y | +164.8% | +569.4% | -404.6% | +55.9% |
| All | +5,927.3% | +11,456.8% | -5,529.5% | +1,495.4% |
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 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