+44.6%
FE vs PHM
+64.3%
-19.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.2% |
| 7D | -1.0% | +6.2% | -7.2% | -1.7% |
| 30D | +4.1% | +17.9% | -13.8% | +2.2% |
| 3M | -1.0% | +2.5% | -3.5% | -1.5% |
| 6M | +4.0% | +10.8% | -6.8% | +2.6% |
| YTD | +6.8% | +13.7% | -6.9% | +4.9% |
| 1Y | +5.3% | +12.4% | -7.1% | +3.4% |
| 3Y | +44.6% | +65.6% | -21.1% | +22.4% |
| All | +44.6% | +64.3% | -19.8% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling