+576.2%
FE vs PHM
+3,224.2%
-2,648.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | -1.2% | -6.4% | +5.3% | -0.3% |
| 3M | +3.5% | +5.5% | -2.0% | +2.5% |
| 6M | -6.1% | -5.4% | -0.6% | -5.7% |
| YTD | +7.6% | +6.6% | +1.0% | +6.1% |
| 1Y | +11.9% | -8.8% | +20.8% | +12.6% |
| 3Y | +48.4% | +54.1% | -5.7% | +36.8% |
| 5Y | +44.8% | +144.5% | -99.7% | +23.2% |
| 10Y | +115.9% | +569.4% | -453.5% | +55.3% |
| All | +576.2% | +3,224.2% | -2,648.0% | +252.4% |
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