+45.8%
AMZN vs PH
+252.1%
-206.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -6.4% | -10.8% | +4.4% | -0.8% |
| 3M | +4.8% | +8.5% | -3.7% | -0.3% |
| 6M | +20.5% | +3.9% | +16.6% | +16.5% |
| YTD | +11.3% | +9.4% | +1.9% | +4.2% |
| 1Y | +9.0% | +26.8% | -17.8% | -6.7% |
| 3Y | +85.9% | +140.8% | -54.9% | +8.0% |
| 5Y | +45.8% | +253.8% | -208.0% | -36.9% |
| All | +45.8% | +252.1% | -206.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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