+4,055.8%
FDX vs PHM
+12,545.8%
-8,490.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | +0.2% | +3.5% | -3.3% | -0.7% |
| 30D | +9.3% | +21.2% | -11.9% | +3.7% |
| 3M | +0.5% | +2.5% | -2.0% | -0.4% |
| 6M | +5.3% | +16.1% | -10.8% | +0.7% |
| YTD | +38.6% | +16.6% | +22.0% | +32.1% |
| 1Y | +53.5% | +14.4% | +39.1% | +46.9% |
| 3Y | +74.2% | +71.9% | +2.3% | +48.1% |
| 5Y | +75.3% | +174.3% | -99.1% | +29.3% |
| 10Y | +156.3% | +744.0% | -587.7% | +36.6% |
| All | +4,055.8% | +12,545.8% | -8,490.0% | +792.6% |
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