-18.4%
APTV vs PHM
+568.1%
-586.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.2% |
| 7D | -5.0% | -5.0% | -0.1% | -2.4% |
| 30D | -6.1% | -8.4% | +2.4% | -1.6% |
| 3M | -33.0% | -4.4% | -28.6% | -31.9% |
| 6M | -35.2% | -3.7% | -31.5% | -34.6% |
| YTD | -40.1% | +1.3% | -41.4% | -41.2% |
| 1Y | -45.6% | -14.0% | -31.6% | -41.9% |
| 3Y | -54.4% | +48.1% | -102.5% | -65.1% |
| 5Y | -68.9% | +158.8% | -227.7% | -83.2% |
| All | -18.4% | +568.1% | -586.6% | -73.0% |
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