+27.7%
AVAV vs PHM
+158.6%
-131.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +4.2% | -4.1% | +8.4% | +5.7% |
| 30D | -2.6% | +16.1% | -18.7% | -7.4% |
| 3M | -38.0% | -2.5% | -35.5% | -37.8% |
| 6M | -27.0% | +12.9% | -39.9% | -30.3% |
| YTD | -51.4% | +9.0% | -60.4% | -53.2% |
| 1Y | -60.2% | +8.2% | -68.4% | -61.8% |
| 3Y | -6.7% | +58.4% | -65.1% | -25.5% |
| All | +27.7% | +158.6% | -131.0% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling