+3,916.3%
FDX vs PHM
+12,230.3%
-8,314.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.2% |
| 7D | -1.6% | +6.2% | -7.9% | -3.3% |
| 30D | +6.6% | +17.9% | -11.3% | +1.9% |
| 3M | -2.1% | +2.5% | -4.6% | -3.0% |
| 6M | +2.2% | +10.8% | -8.6% | -1.2% |
| YTD | +33.9% | +13.7% | +20.2% | +28.5% |
| 1Y | +50.2% | +12.4% | +37.9% | +44.5% |
| 3Y | +65.5% | +65.6% | -0.1% | +42.0% |
| 5Y | +74.1% | +175.3% | -101.3% | +28.3% |
| 10Y | +156.7% | +713.9% | -557.2% | +38.1% |
| All | +3,916.3% | +12,230.3% | -8,314.0% | +768.4% |
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