+137.2%
APTV vs PHM
+2,551.4%
-2,414.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.7% | -4.1% | +2.4% | +0.1% |
| 30D | -11.6% | +16.1% | -27.7% | -17.4% |
| 3M | -21.2% | -2.5% | -18.7% | -20.6% |
| 6M | -28.5% | +12.9% | -41.4% | -32.9% |
| YTD | -49.1% | +9.0% | -58.1% | -51.5% |
| 1Y | -52.2% | +8.2% | -60.4% | -54.3% |
| 3Y | -48.6% | +58.4% | -107.1% | -59.5% |
| 5Y | -77.3% | +159.2% | -236.5% | -85.9% |
| 10Y | -26.9% | +676.9% | -703.7% | -70.0% |
| All | +137.2% | +2,551.4% | -2,414.2% | -30.3% |
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