+195.5%
AMGN vs PHM
+568.1%
-372.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -13.7% | -5.0% | -8.7% | -12.9% |
| 30D | -8.8% | -8.4% | -0.4% | -7.3% |
| 3M | +7.2% | -4.4% | +11.6% | +8.0% |
| 6M | +1.3% | -3.7% | +5.0% | +1.7% |
| YTD | +17.6% | +1.3% | +16.4% | +16.9% |
| 1Y | +37.2% | -14.0% | +51.2% | +40.0% |
| 3Y | +57.7% | +48.1% | +9.6% | +45.5% |
| 5Y | +106.3% | +158.8% | -52.5% | +70.9% |
| All | +195.5% | +568.1% | -372.6% | +115.0% |
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