+36.6%
FFIV vs PHM
+16.2%
+20.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.4% |
| 7D | -9.8% | +13.6% | -23.4% | -10.0% |
| 30D | -28.1% | +19.3% | -47.4% | -28.2% |
| 3M | -20.0% | +3.5% | -23.5% | -20.1% |
| 6M | -0.1% | +18.6% | -18.7% | -1.2% |
| YTD | +29.2% | +16.7% | +12.5% | +25.8% |
| 1Y | +36.6% | +14.6% | +22.0% | +32.1% |
| All | +36.6% | +16.2% | +20.4% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling