-62.0%
AVAV vs PHM
+14.7%
-76.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.6% | +10.0% | +11.9% |
| 7D | +3.2% | +3.5% | -0.3% | +2.1% |
| 30D | -7.4% | +21.2% | -28.6% | -13.4% |
| 3M | -32.0% | +2.5% | -34.5% | -32.8% |
| 6M | -24.6% | +16.1% | -40.7% | -29.1% |
| YTD | -47.5% | +16.6% | -64.1% | -50.6% |
| All | -62.0% | +14.7% | -76.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling