+66.1%
FDX vs PHM
+61.0%
+5.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -1.3% |
| 30D | +3.8% | -6.4% | +10.2% | +6.4% |
| 3M | -1.3% | +5.5% | -6.8% | -4.1% |
| 6M | +5.0% | -5.4% | +10.5% | +6.4% |
| YTD | +39.6% | +6.6% | +33.1% | +34.6% |
| 1Y | +81.1% | -8.8% | +90.0% | +84.9% |
| All | +66.1% | +61.0% | +5.1% | +40.1% |
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