+172.4%
APTV vs PHM
+2,377.3%
-2,204.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.2% |
| 7D | -1.2% | -3.9% | +2.7% | +0.6% |
| 30D | -10.6% | -8.6% | -2.1% | -7.0% |
| 3M | -35.0% | -2.9% | -32.1% | -34.5% |
| 6M | -38.9% | -5.7% | -33.2% | -37.7% |
| YTD | -41.5% | +1.9% | -43.4% | -42.4% |
| 1Y | -45.8% | -12.3% | -33.5% | -43.1% |
| 3Y | -55.7% | +50.8% | -106.5% | -64.3% |
| 5Y | -70.1% | +157.3% | -227.4% | -81.3% |
| 10Y | -19.1% | +566.5% | -585.6% | -64.8% |
| All | +172.4% | +2,377.3% | -2,204.9% | -17.2% |
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