+75.5%
FDX vs PHM
-13.4%
+88.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.2% |
| 7D | -3.3% | -2.5% | -0.8% | -2.4% |
| 30D | -1.4% | -9.7% | +8.3% | +2.4% |
| 3M | -4.5% | +2.2% | -6.7% | -6.5% |
| 6M | +9.4% | -5.7% | +15.1% | +10.3% |
| YTD | +36.0% | +2.8% | +33.2% | +33.1% |
| 1Y | +75.5% | -14.4% | +89.9% | +79.2% |
| All | +75.5% | -13.4% | +88.9% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling