+63.6%
AMGN vs PHM
+50.2%
+13.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -11.6% | -3.9% | -7.8% | -10.7% |
| 30D | -5.7% | -8.6% | +2.9% | -3.5% |
| 3M | +14.2% | -2.9% | +17.1% | +14.9% |
| 6M | +5.2% | -5.7% | +10.9% | +6.3% |
| YTD | +22.0% | +1.9% | +20.1% | +20.8% |
| 1Y | +43.6% | -12.3% | +55.9% | +47.2% |
| All | +63.6% | +50.2% | +13.4% | +46.3% |
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