+123.4%
FE vs PHM
+670.5%
-547.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -4.1% | +5.4% | +2.0% |
| 30D | +4.5% | +16.1% | -11.6% | +1.5% |
| 3M | +1.3% | -2.5% | +3.8% | +1.5% |
| 6M | +8.7% | +12.9% | -4.3% | +5.7% |
| YTD | +9.2% | +9.0% | +0.2% | +6.4% |
| 1Y | +7.0% | +8.2% | -1.2% | +4.2% |
| 3Y | +51.4% | +58.4% | -7.1% | +33.3% |
| 5Y | +47.7% | +159.2% | -111.5% | +13.8% |
| All | +123.4% | +670.5% | -547.1% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling