+144.3%
AR vs PHM
+152.9%
-8.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -1.8% | -2.5% | +0.7% | -1.4% |
| 30D | +12.6% | -9.7% | +22.2% | +14.5% |
| 3M | +10.0% | +2.2% | +7.8% | +8.9% |
| 6M | +0.6% | -5.7% | +6.3% | +0.9% |
| YTD | +13.4% | +2.8% | +10.6% | +10.8% |
| 1Y | +21.7% | -14.4% | +36.1% | +24.2% |
| 3Y | +45.8% | +52.2% | -6.4% | +21.3% |
| 5Y | +144.3% | +154.3% | -10.0% | +64.8% |
| All | +144.3% | +152.9% | -8.6% | +64.8% |
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