+132,206.3%
APH vs PHM
+7,812.6%
+124,393.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | -3.2% | +8.1% | +5.8% |
| 30D | -3.9% | -6.4% | +2.6% | -2.3% |
| 3M | +13.0% | +5.5% | +7.5% | +10.9% |
| 6M | +25.2% | -5.4% | +30.6% | +26.3% |
| YTD | +22.9% | +6.6% | +16.4% | +20.0% |
| 1Y | +47.8% | -8.8% | +56.7% | +49.5% |
| 3Y | +283.0% | +54.1% | +228.9% | +230.3% |
| 5Y | +349.7% | +144.5% | +205.2% | +238.1% |
| 10Y | +1,061.2% | +569.4% | +491.8% | +545.6% |
| All | +132,206.3% | +7,812.6% | +124,393.7% | +34,071.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling