+955.2%
APH vs PHM
+709.0%
+246.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | +0.3% |
| 7D | -5.0% | +2.9% | -8.0% | -6.1% |
| 30D | -8.4% | +16.5% | -24.8% | -13.4% |
| 3M | -4.5% | +0.6% | -5.1% | -5.5% |
| 6M | +25.3% | +11.6% | +13.7% | +19.2% |
| YTD | +18.9% | +12.1% | +6.8% | +12.5% |
| 1Y | +11.9% | +9.6% | +2.3% | +6.4% |
| 3Y | +278.0% | +62.3% | +215.7% | +201.3% |
| 5Y | +306.4% | +170.4% | +136.0% | +160.9% |
| 10Y | +955.2% | +683.0% | +272.2% | +389.6% |
| All | +955.2% | +709.0% | +246.2% | +389.6% |
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