+109.2%
FE vs PHM
+540.0%
-430.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | +0.6% | -2.5% | +3.1% | +1.1% |
| 30D | -2.1% | -9.7% | +7.5% | -0.4% |
| 3M | +2.6% | +2.2% | +0.4% | +1.9% |
| 6M | -6.8% | -5.7% | -1.1% | -6.2% |
| YTD | +6.9% | +2.8% | +4.0% | +5.5% |
| 1Y | +11.6% | -14.4% | +26.0% | +13.8% |
| 3Y | +47.7% | +52.2% | -4.5% | +31.0% |
| 5Y | +46.2% | +154.3% | -108.0% | +13.0% |
| 10Y | +109.2% | +545.9% | -436.7% | +36.5% |
| All | +109.2% | +540.0% | -430.9% | +36.5% |
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