+153.1%
AMAT vs PHM
+64.0%
+89.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.5% |
| 7D | -2.5% | +2.9% | -5.4% | -3.3% |
| 30D | -26.5% | +16.5% | -43.0% | -29.9% |
| 3M | -28.6% | +0.6% | -29.2% | -29.0% |
| 6M | -14.2% | +11.6% | -25.8% | -18.2% |
| YTD | +45.5% | +12.1% | +33.4% | +38.1% |
| 1Y | +59.3% | +9.6% | +49.7% | +52.2% |
| 3Y | +153.1% | +62.3% | +90.8% | +106.2% |
| All | +153.1% | +64.0% | +89.1% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling