+78.8%
AR vs PHM
+180.8%
-102.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | -10.5% | +3.5% | -14.0% | -11.1% |
| 30D | +1.3% | +21.2% | -19.9% | -2.1% |
| 3M | +4.8% | +2.5% | +2.3% | +4.0% |
| 6M | +1.2% | +16.1% | -14.9% | -2.3% |
| YTD | +5.5% | +16.6% | -11.1% | +0.8% |
| 1Y | +8.1% | +14.4% | -6.4% | +3.5% |
| 3Y | +38.8% | +71.9% | -33.0% | +13.4% |
| 5Y | +78.8% | +174.3% | -95.5% | +17.1% |
| All | +78.8% | +180.8% | -102.0% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling