+263,909.3%
AMZN vs PH
+6,605.1%
+257,304.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.0% | -3.1% | +0.1% | -1.6% |
| 30D | -5.2% | -3.2% | -1.9% | -4.0% |
| 3M | +1.9% | +10.6% | -8.7% | -3.2% |
| 6M | +19.2% | -2.1% | +21.4% | +19.1% |
| YTD | +12.0% | +10.2% | +1.8% | +5.8% |
| 1Y | +9.7% | +28.2% | -18.5% | -3.8% |
| 3Y | +87.2% | +134.9% | -47.7% | +22.8% |
| 5Y | +48.7% | +253.6% | -205.0% | -19.9% |
| 10Y | +569.3% | +804.7% | -235.4% | +103.7% |
| All | +263,909.3% | +6,605.1% | +257,304.2% | +25,540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling