+333.0%
APP vs PHM
+145.9%
+187.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -3.2% | +4.1% | +2.6% |
| 30D | -23.3% | -6.4% | -16.8% | -20.3% |
| 3M | -42.6% | +5.5% | -48.1% | -44.8% |
| 6M | -33.6% | -5.4% | -28.2% | -32.7% |
| YTD | -52.4% | +6.6% | -59.0% | -55.6% |
| 1Y | -35.9% | -8.8% | -27.0% | -34.8% |
| 3Y | +642.2% | +54.1% | +588.1% | +350.2% |
| All | +333.0% | +145.9% | +187.0% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling