+4,087.3%
FDX vs PHM
+11,456.8%
-7,369.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -1.7% |
| 30D | +3.8% | -6.4% | +10.2% | +5.5% |
| 3M | -1.3% | +5.5% | -6.8% | -3.0% |
| 6M | +5.0% | -5.4% | +10.5% | +6.2% |
| YTD | +39.6% | +6.6% | +33.1% | +36.6% |
| 1Y | +81.1% | -8.8% | +90.0% | +84.3% |
| 3Y | +63.0% | +54.1% | +8.9% | +42.5% |
| 5Y | +65.6% | +144.5% | -78.9% | +25.9% |
| 10Y | +183.4% | +569.4% | -386.1% | +60.2% |
| All | +4,087.3% | +11,456.8% | -7,369.4% | +823.0% |
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