+47.8%
AR vs PHM
+61.0%
-13.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.5% | -3.2% | +5.7% | +2.7% |
| 30D | +14.8% | -6.4% | +21.2% | +15.1% |
| 3M | +6.2% | +5.5% | +0.7% | +5.6% |
| 6M | +4.3% | -5.4% | +9.7% | +4.9% |
| YTD | +14.4% | +6.6% | +7.8% | +12.9% |
| 1Y | +21.3% | -8.8% | +30.2% | +22.6% |
| All | +47.8% | +61.0% | -13.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling