+263,909.3%
AMZN vs PHM
+3,998.3%
+259,911.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.0% | -3.2% | +0.2% | -2.1% |
| 30D | -5.2% | -6.4% | +1.2% | -3.4% |
| 3M | +1.9% | +5.5% | -3.6% | -0.2% |
| 6M | +19.2% | -5.4% | +24.7% | +20.3% |
| YTD | +12.0% | +6.6% | +5.4% | +8.7% |
| 1Y | +9.7% | -8.8% | +18.5% | +11.0% |
| 3Y | +87.2% | +54.1% | +33.0% | +57.9% |
| 5Y | +48.7% | +144.5% | -95.8% | +8.7% |
| 10Y | +569.3% | +569.4% | -0.1% | +233.4% |
| All | +263,909.3% | +3,998.3% | +259,911.0% | +33,751.7% |
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 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