+903.2%
PHM vs AMBA
+722.2%
+181.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | +0.9% |
| 7D | +8.7% | -14.6% | +23.2% | +11.3% |
| 30D | +16.4% | -18.8% | +35.2% | +20.0% |
| 3M | +1.8% | -32.6% | +34.4% | +7.8% |
| 6M | +15.1% | -25.8% | +40.9% | +16.3% |
| YTD | +16.0% | -22.1% | +38.1% | +15.1% |
| 1Y | +14.1% | -36.2% | +50.3% | +16.5% |
| 3Y | +65.9% | +10.0% | +55.9% | +45.4% |
| 5Y | +180.9% | -71.6% | +252.4% | +192.0% |
| 10Y | +730.3% | -4.7% | +735.0% | +547.6% |
| All | +903.2% | +722.2% | +181.0% | +410.0% |
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 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