-98.6%
FCUV vs PHM
+568.1%
-666.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.9% |
| 7D | -66.5% | -5.0% | -61.5% | -65.6% |
| 30D | +5.0% | -8.4% | +13.4% | +8.5% |
| 3M | +63.8% | -4.4% | +68.2% | +65.6% |
| 6M | -67.8% | -3.7% | -64.1% | -67.5% |
| YTD | -82.4% | +1.3% | -83.7% | -82.6% |
| 1Y | -94.7% | -14.0% | -80.7% | -94.5% |
| 3Y | -99.3% | +48.1% | -147.4% | -99.3% |
| 5Y | -99.9% | +158.8% | -258.6% | -99.9% |
| All | -98.6% | +568.1% | -666.7% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling