+1,425.2%
AMAT vs PHM
+677.6%
+747.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.4% |
| 7D | +7.0% | -4.8% | +11.7% | +9.3% |
| 30D | -20.6% | +16.5% | -37.1% | -26.8% |
| 3M | -24.8% | -2.0% | -22.8% | -25.2% |
| 6M | -10.7% | +12.7% | -23.4% | -17.7% |
| YTD | +54.3% | +11.2% | +43.1% | +42.3% |
| 1Y | +73.7% | +7.7% | +66.0% | +62.4% |
| 3Y | +168.4% | +60.9% | +107.5% | +95.3% |
| 5Y | +167.6% | +167.7% | -0.1% | +46.4% |
| 10Y | +1,425.2% | +692.1% | +733.1% | +418.7% |
| All | +1,425.2% | +677.6% | +747.5% | +418.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling