+506.6%
APP vs PHM
+154.9%
+351.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -1.6% |
| 7D | +61.1% | +2.9% | +58.2% | +58.8% |
| 30D | +42.8% | +16.5% | +26.3% | +31.7% |
| 3M | +16.7% | +0.6% | +16.0% | +15.6% |
| 6M | -15.6% | +11.6% | -27.2% | -21.3% |
| YTD | -41.3% | +12.1% | -53.4% | -46.5% |
| 1Y | -39.3% | +9.6% | -48.9% | -44.3% |
| 3Y | +803.2% | +62.3% | +740.9% | +465.9% |
| 5Y | +313.2% | +170.4% | +142.8% | +55.4% |
| All | +506.6% | +154.9% | +351.8% | +125.3% |
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