-95.6%
FCUV vs PHM
+571.4%
-666.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -3.5% | -61.7% | -64.4% |
| 7D | -47.9% | -2.5% | -45.4% | -46.8% |
| 30D | +13.7% | -9.7% | +23.3% | +17.7% |
| 3M | +97.0% | +2.2% | +94.8% | +95.7% |
| 6M | -66.1% | -5.7% | -60.4% | -65.5% |
| YTD | -81.8% | +2.8% | -84.6% | -82.0% |
| 1Y | -93.3% | -14.4% | -78.9% | -93.0% |
| 3Y | -99.2% | +52.2% | -151.4% | -99.3% |
| 5Y | -99.9% | +154.3% | -254.1% | -99.9% |
| 10Y | -98.5% | +545.9% | -644.4% | -99.1% |
| All | -95.6% | +571.4% | -666.9% | -97.3% |
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