+109.8%
FE vs PHM
+725.2%
-615.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.1% |
| 7D | 0.0% | +6.2% | -6.2% | -1.2% |
| 30D | +5.2% | +17.9% | -12.8% | +1.9% |
| 3M | 0.0% | +2.5% | -2.5% | -0.7% |
| 6M | +5.0% | +10.8% | -5.8% | +2.6% |
| YTD | +7.9% | +13.7% | -5.8% | +4.4% |
| 1Y | +6.3% | +12.4% | -6.0% | +2.9% |
| 3Y | +46.0% | +65.6% | -19.6% | +27.7% |
| 5Y | +45.6% | +175.3% | -129.7% | +11.2% |
| All | +109.8% | +725.2% | -615.4% | +35.2% |
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