+378.5%
APP vs PHM
+133.8%
+244.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -0.9% |
| 7D | +0.1% | -2.5% | +2.6% | +1.4% |
| 30D | -10.0% | -9.7% | -0.4% | -5.4% |
| 3M | -44.6% | +2.2% | -46.9% | -45.8% |
| 6M | -37.9% | -5.7% | -32.2% | -37.0% |
| YTD | -53.7% | +2.8% | -56.5% | -55.7% |
| 1Y | -43.0% | -14.4% | -28.5% | -40.1% |
| 3Y | +640.8% | +52.2% | +588.6% | +377.2% |
| 5Y | +358.8% | +154.3% | +204.6% | +80.7% |
| All | +378.5% | +133.8% | +244.8% | +86.5% |
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