+1,055.9%
APH vs PHM
+572.0%
+483.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | -3.2% | +8.1% | +6.0% |
| 30D | -3.9% | -6.4% | +2.6% | -1.9% |
| 3M | +13.0% | +5.5% | +7.5% | +10.3% |
| 6M | +25.2% | -5.4% | +30.6% | +26.4% |
| YTD | +22.9% | +6.6% | +16.4% | +19.0% |
| 1Y | +47.8% | -8.8% | +56.7% | +49.7% |
| 3Y | +283.0% | +54.1% | +228.9% | +212.0% |
| 5Y | +349.7% | +144.5% | +205.2% | +200.6% |
| All | +1,055.9% | +572.0% | +483.9% | +469.3% |
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