-40.4%
APTV vs PHM
-6.9%
-33.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +4.8% | -3.2% | +8.0% | +6.5% |
| 30D | +2.0% | -6.4% | +8.4% | +5.5% |
| 3M | -34.2% | +5.5% | -39.7% | -37.0% |
| 6M | -34.7% | -5.4% | -29.2% | -33.7% |
| YTD | -37.0% | +6.6% | -43.6% | -39.9% |
| 1Y | -40.4% | -8.8% | -31.6% | -39.6% |
| All | -40.4% | -6.9% | -33.4% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling