+16.4%
PHM vs ADVB
-88.3%
+104.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -3.2% | -3.8% | +0.6% | -3.2% |
| 30D | -6.4% | +17.6% | -24.0% | -6.4% |
| 3M | +5.5% | +119.1% | -113.6% | +4.9% |
| 6M | -5.4% | +103.4% | -108.8% | -6.1% |
| YTD | +6.6% | +59.8% | -53.3% | +6.6% |
| 1Y | -8.8% | +8.5% | -17.4% | -8.2% |
| All | +16.4% | -88.3% | +104.7% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 all: compounded portfolio wealth divided by compounded ADVB 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…
all analysis · Full analysis span regression · 6 months rolling