+175.5%
FDX vs PHM
+540.0%
-364.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.3% |
| 7D | -3.3% | -2.5% | -0.8% | -2.4% |
| 30D | -1.4% | -9.7% | +8.3% | +2.3% |
| 3M | -4.5% | +2.2% | -6.7% | -5.9% |
| 6M | +9.4% | -5.7% | +15.1% | +11.1% |
| YTD | +36.0% | +2.8% | +33.2% | +33.4% |
| 1Y | +75.5% | -14.4% | +89.9% | +83.7% |
| 3Y | +62.8% | +52.2% | +10.6% | +34.3% |
| 5Y | +64.4% | +154.3% | -89.9% | +8.3% |
| 10Y | +175.5% | +545.9% | -370.4% | +30.8% |
| All | +175.5% | +540.0% | -364.6% | +30.8% |
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