-52.2%
APTV vs PHM
+7.4%
-59.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.7% | -4.1% | +2.4% | +0.3% |
| 30D | -11.6% | +16.1% | -27.7% | -18.3% |
| 3M | -21.2% | -2.5% | -18.7% | -20.2% |
| 6M | -28.5% | +12.9% | -41.4% | -34.6% |
| YTD | -49.1% | +9.0% | -58.1% | -52.5% |
| 1Y | -52.2% | +8.2% | -60.4% | -55.4% |
| All | -52.2% | +7.4% | -59.6% | -55.4% |
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 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