+508.8%
AVAV vs PHM
+540.0%
-31.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.9% |
| 7D | +3.2% | -2.5% | +5.7% | +3.9% |
| 30D | -20.3% | -9.7% | -10.7% | -17.9% |
| 3M | -19.4% | +2.2% | -21.7% | -20.3% |
| 6M | -35.3% | -5.7% | -29.6% | -34.4% |
| YTD | -38.5% | +2.8% | -41.3% | -39.3% |
| 1Y | -37.2% | -14.4% | -22.8% | -34.9% |
| 3Y | +31.1% | +52.2% | -21.1% | +9.4% |
| 5Y | +41.0% | +154.3% | -113.2% | -3.5% |
| 10Y | +508.8% | +545.9% | -37.1% | +213.1% |
| All | +508.8% | +540.0% | -31.3% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling