+50.4%
AMZN vs PHM
+158.6%
-108.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | -4.1% | +7.0% | +4.3% |
| 30D | +5.0% | +16.1% | -11.2% | -1.0% |
| 3M | +0.6% | -2.5% | +3.1% | +1.0% |
| 6M | -1.3% | +12.9% | -14.2% | -6.9% |
| YTD | +15.5% | +9.0% | +6.5% | +9.2% |
| 1Y | +12.2% | +8.2% | +4.1% | +6.1% |
| 3Y | +87.0% | +58.4% | +28.6% | +34.8% |
| All | +50.4% | +158.6% | -108.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling