+571.3%
FE vs PHM
+3,446.8%
-2,875.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.2% |
| 7D | -1.0% | +6.2% | -7.2% | -1.9% |
| 30D | +4.1% | +17.9% | -13.8% | +1.7% |
| 3M | -1.0% | +2.5% | -3.5% | -1.5% |
| 6M | +4.0% | +10.8% | -6.8% | +2.2% |
| YTD | +6.8% | +13.7% | -6.9% | +4.3% |
| 1Y | +5.3% | +12.4% | -7.1% | +2.8% |
| 3Y | +44.6% | +65.6% | -21.1% | +31.9% |
| 5Y | +44.2% | +175.3% | -131.1% | +20.6% |
| 10Y | +107.3% | +713.9% | -606.7% | +45.3% |
| All | +571.3% | +3,446.8% | -2,875.5% | +246.3% |
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 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