+65.7%
AMGN vs PHM
+16.2%
+49.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.4% | +1.7% |
| 7D | +5.9% | +13.6% | -7.7% | +2.1% |
| 30D | +18.7% | +19.3% | -0.6% | +12.8% |
| 3M | +23.4% | +3.5% | +19.9% | +21.8% |
| 6M | +49.7% | +18.6% | +31.1% | +43.0% |
| YTD | +49.2% | +16.7% | +32.5% | +44.2% |
| 1Y | +65.7% | +14.6% | +51.1% | +62.5% |
| All | +65.7% | +16.2% | +49.5% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling