-16.7%
AWK vs PHM
+152.6%
-169.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.6% | -3.9% | +4.5% | +1.5% |
| 30D | +4.3% | -8.6% | +12.8% | +6.3% |
| 3M | +12.5% | -2.9% | +15.5% | +13.0% |
| 6M | +3.3% | -5.7% | +9.0% | +4.1% |
| YTD | +9.8% | +1.9% | +7.9% | +8.4% |
| 1Y | +2.9% | -12.3% | +15.2% | +4.9% |
| 3Y | +9.6% | +50.8% | -41.2% | -6.0% |
| 5Y | -16.7% | +157.3% | -173.9% | -40.4% |
| All | -16.7% | +152.6% | -169.2% | -40.4% |
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