-24.2%
AR vs PHM
+817.5%
-841.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.5% | -3.2% | +5.7% | +3.4% |
| 30D | +14.8% | -6.4% | +21.2% | +16.8% |
| 3M | +6.2% | +5.5% | +0.7% | +3.6% |
| 6M | +4.3% | -5.4% | +9.7% | +4.3% |
| YTD | +14.4% | +6.6% | +7.8% | +9.4% |
| 1Y | +21.3% | -8.8% | +30.2% | +21.6% |
| 3Y | +39.8% | +54.1% | -14.3% | +11.9% |
| 5Y | +142.1% | +144.5% | -2.4% | +57.6% |
| 10Y | +52.0% | +569.4% | -517.4% | -37.2% |
| All | -24.2% | +817.5% | -841.7% | -68.6% |
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