+883.4%
PHM vs AMBA
+772.6%
+110.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -3.0% |
| 7D | +6.2% | -7.2% | +13.5% | +7.3% |
| 30D | +17.9% | -10.4% | +28.3% | +19.6% |
| 3M | +2.5% | -30.1% | +32.6% | +7.9% |
| 6M | +10.8% | -22.4% | +33.2% | +11.1% |
| YTD | +13.7% | -17.3% | +31.1% | +11.7% |
| 1Y | +12.4% | -35.4% | +47.7% | +14.5% |
| 3Y | +65.6% | +18.6% | +47.0% | +43.2% |
| 5Y | +175.3% | -69.8% | +245.2% | +183.4% |
| 10Y | +713.9% | +1.1% | +712.8% | +528.4% |
| All | +883.4% | +772.6% | +110.9% | +394.9% |
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