+74.1%
FDX vs PHM
+59.3%
+14.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +5.2% | -4.1% | +9.3% | +6.9% |
| 30D | +11.3% | +16.1% | -4.9% | +4.5% |
| 3M | -4.1% | -2.5% | -1.6% | -3.5% |
| 6M | +9.6% | +12.9% | -3.3% | +3.0% |
| YTD | +40.9% | +9.0% | +31.9% | +33.9% |
| 1Y | +53.0% | +8.2% | +44.9% | +45.6% |
| 3Y | +74.1% | +58.4% | +15.6% | +35.9% |
| All | +74.1% | +59.3% | +14.8% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling