+225.6%
FANG vs PHM
+156.2%
+69.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +2.9% | -5.0% | +7.9% | +3.7% |
| 30D | +2.6% | -8.4% | +11.1% | +3.9% |
| 3M | +7.6% | -4.4% | +12.0% | +7.6% |
| 6M | +17.3% | -3.7% | +21.1% | +16.6% |
| YTD | +38.7% | +1.3% | +37.4% | +36.1% |
| 1Y | +51.6% | -14.0% | +65.7% | +54.0% |
| 3Y | +50.0% | +48.1% | +1.8% | +31.9% |
| All | +225.6% | +156.2% | +69.4% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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