+147.6%
PHM vs AMBA
-54.5%
+202.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.2% | -11.0% | +7.8% | -1.4% |
| 30D | -6.4% | -23.2% | +16.7% | -2.4% |
| 3M | +5.5% | -12.7% | +18.2% | +5.2% |
| 6M | -5.4% | +11.2% | -16.7% | -11.3% |
| YTD | +6.6% | -11.2% | +17.8% | +3.7% |
| 1Y | -8.8% | -22.5% | +13.7% | -10.3% |
| 3Y | +54.1% | -1.3% | +55.4% | +35.3% |
| All | +147.6% | -54.5% | +202.1% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling