+528.8%
APP vs PHM
+165.2%
+363.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.5% |
| 7D | +79.2% | +3.5% | +75.7% | +75.9% |
| 30D | +48.0% | +21.2% | +26.8% | +33.8% |
| 3M | +18.2% | +2.5% | +15.8% | +16.1% |
| 6M | -12.5% | +16.1% | -28.6% | -20.0% |
| YTD | -39.2% | +16.6% | -55.8% | -45.6% |
| 1Y | -33.9% | +14.4% | -48.3% | -40.6% |
| 3Y | +933.3% | +71.9% | +861.4% | +526.9% |
| 5Y | +295.9% | +174.3% | +121.5% | +46.5% |
| All | +528.8% | +165.2% | +363.7% | +129.0% |
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