+1,443.7%
FANG vs PHM
+779.9%
+663.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.0% |
| 7D | +1.2% | -6.4% | +7.6% | +3.3% |
| 30D | +2.4% | -12.1% | +14.5% | +6.5% |
| 3M | +5.1% | -1.5% | +6.6% | +4.3% |
| 6M | +16.4% | -6.0% | +22.4% | +16.1% |
| YTD | +39.0% | -0.3% | +39.3% | +35.2% |
| 1Y | +50.6% | -13.3% | +64.0% | +53.5% |
| 3Y | +46.9% | +47.6% | -0.6% | +18.1% |
| 5Y | +238.2% | +154.7% | +83.5% | +109.1% |
| 10Y | +181.3% | +552.4% | -371.2% | +13.6% |
| All | +1,443.7% | +779.9% | +663.8% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling