+272,232.7%
AMZN vs PHM
+4,091.8%
+268,140.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | -4.1% | +7.0% | +4.0% |
| 30D | +5.0% | +16.1% | -11.2% | +0.2% |
| 3M | +0.6% | -2.5% | +3.1% | +0.8% |
| 6M | -1.3% | +12.9% | -14.2% | -5.6% |
| YTD | +15.5% | +9.0% | +6.5% | +10.9% |
| 1Y | +12.2% | +8.2% | +4.1% | +7.8% |
| 3Y | +87.0% | +58.4% | +28.6% | +56.1% |
| 5Y | +51.3% | +159.2% | -107.9% | +8.5% |
| 10Y | +621.7% | +676.9% | -55.2% | +243.0% |
| All | +272,232.7% | +4,091.8% | +268,140.9% | +34,422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling