+29.5%
AVAV vs PHM
+49.3%
-19.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | +1.4% | -5.0% | +6.4% | +2.6% |
| 30D | -24.3% | -8.4% | -15.9% | -22.8% |
| 3M | -20.1% | -4.4% | -15.7% | -19.4% |
| 6M | -29.4% | -3.7% | -25.6% | -29.0% |
| YTD | -39.3% | +1.3% | -40.6% | -39.6% |
| 1Y | -39.3% | -14.0% | -25.3% | -38.0% |
| 3Y | +29.5% | +48.1% | -18.7% | +14.8% |
| All | +29.5% | +49.3% | -19.9% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling