+1,591.4%
AMAT vs PHM
+572.0%
+1,019.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -3.2% | +1.7% | 0.0% |
| 30D | -14.8% | -6.4% | -8.4% | -12.4% |
| 3M | -9.3% | +5.5% | -14.8% | -12.5% |
| 6M | +27.4% | -5.4% | +32.8% | +29.1% |
| YTD | +77.6% | +6.6% | +71.0% | +69.2% |
| 1Y | +188.9% | -8.8% | +197.8% | +195.1% |
| 3Y | +202.3% | +54.1% | +148.2% | +126.5% |
| 5Y | +248.9% | +144.5% | +104.4% | +102.0% |
| All | +1,591.4% | +572.0% | +1,019.4% | +536.4% |
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 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