+9.4%
AMZN vs PHM
-14.5%
+23.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -2.7% | -6.4% | +3.6% | -1.7% |
| 30D | -7.5% | -12.1% | +4.6% | -5.7% |
| 3M | +5.8% | -1.5% | +7.4% | +5.6% |
| 6M | +17.5% | -6.0% | +23.5% | +17.0% |
| YTD | +9.1% | -0.3% | +9.4% | +7.4% |
| 1Y | +9.4% | -13.3% | +22.7% | +6.7% |
| All | +9.4% | -14.5% | +23.8% | +6.7% |
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