+147.1%
AMAT vs PHM
+158.6%
-11.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | -4.1% | +15.5% | +13.4% |
| 30D | -17.0% | +16.1% | -33.2% | -23.3% |
| 3M | -30.6% | -2.5% | -28.1% | -30.7% |
| 6M | -14.9% | +12.9% | -27.9% | -21.7% |
| YTD | +44.7% | +9.0% | +35.7% | +34.4% |
| 1Y | +66.9% | +8.2% | +58.7% | +55.4% |
| 3Y | +153.3% | +58.4% | +94.9% | +75.1% |
| All | +147.1% | +158.6% | -11.5% | +18.9% |
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