+500.0%
APP vs PHM
+158.5%
+341.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +10.8% |
| 7D | +71.2% | +6.2% | +65.0% | +65.7% |
| 30D | +39.1% | +17.9% | +21.1% | +27.4% |
| 3M | +16.5% | +2.5% | +14.1% | +14.4% |
| 6M | -16.6% | +10.8% | -27.3% | -22.0% |
| YTD | -41.9% | +13.7% | -55.7% | -47.5% |
| 1Y | -37.0% | +12.4% | -49.4% | -43.0% |
| 3Y | +892.4% | +65.6% | +826.8% | +514.9% |
| 5Y | +297.3% | +175.3% | +122.0% | +48.4% |
| All | +500.0% | +158.5% | +341.5% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling