-30.1%
AR vs PHM
+904.0%
-934.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -10.5% | +3.5% | -14.0% | -11.6% |
| 30D | +1.3% | +21.2% | -19.9% | -4.7% |
| 3M | +4.8% | +2.5% | +2.3% | +3.3% |
| 6M | +1.2% | +16.1% | -14.9% | -4.8% |
| YTD | +5.5% | +16.6% | -11.1% | -2.3% |
| 1Y | +8.1% | +14.4% | -6.4% | +0.5% |
| 3Y | +38.8% | +71.9% | -33.0% | +7.1% |
| 5Y | +78.8% | +174.3% | -95.5% | +11.9% |
| 10Y | +46.4% | +744.0% | -697.6% | -43.7% |
| All | -30.1% | +904.0% | -934.1% | -72.0% |
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