+821.7%
PHM vs AMBA
+837.3%
-15.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 6M | -5.4% | +11.2% | -16.7% | -10.6% |
| YTD | +6.6% | -11.2% | +17.8% | +4.1% |
| 1Y | -8.8% | -22.5% | +13.7% | -9.9% |
| 3Y | +54.1% | -1.3% | +55.4% | +38.9% |
| 5Y | +144.5% | -54.2% | +198.6% | +135.7% |
| 10Y | +569.4% | -6.1% | +575.5% | +424.5% |
| All | +821.7% | +837.3% | -15.5% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling