+39,072.8%
AZO vs PHM
+8,866.2%
+30,206.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -3.6% | -5.0% | +1.4% | -2.6% |
| 30D | -5.6% | -8.4% | +2.9% | -3.8% |
| 3M | -6.6% | -4.4% | -2.2% | -5.9% |
| 6M | -22.5% | -3.7% | -18.8% | -22.1% |
| YTD | -15.2% | +1.3% | -16.5% | -15.8% |
| 1Y | -33.9% | -14.0% | -19.9% | -32.3% |
| 3Y | +11.8% | +48.1% | -36.3% | 0.0% |
| 5Y | +85.5% | +158.8% | -73.3% | +44.5% |
| 10Y | +298.2% | +562.8% | -264.6% | +145.3% |
| All | +39,072.8% | +8,866.2% | +30,206.6% | +9,579.0% |
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