+683.0%
PHM vs AMBA
+4.3%
+678.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.5% |
| 7D | +2.9% | -2.6% | +5.6% | +3.2% |
| 30D | +16.5% | -10.5% | +27.0% | +18.3% |
| 3M | +0.6% | -26.4% | +27.1% | +5.3% |
| 6M | +11.6% | -20.9% | +32.5% | +11.5% |
| YTD | +12.1% | -14.8% | +26.9% | +9.3% |
| 1Y | +9.6% | -36.1% | +45.7% | +12.2% |
| 3Y | +62.3% | +20.2% | +42.0% | +37.4% |
| 5Y | +170.4% | -67.2% | +237.6% | +173.4% |
| 10Y | +683.0% | +5.0% | +678.0% | +465.3% |
| All | +683.0% | +4.3% | +678.7% | +465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling