+126.9%
FFIV vs PHM
+709.0%
-582.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.9% |
| 7D | -4.2% | +2.9% | -7.1% | -5.0% |
| 30D | -33.9% | +16.5% | -50.4% | -36.7% |
| 3M | -22.6% | +0.6% | -23.2% | -23.1% |
| 6M | -10.4% | +11.6% | -22.0% | -14.0% |
| YTD | +24.3% | +12.1% | +12.2% | +18.2% |
| 1Y | +31.8% | +9.6% | +22.2% | +25.9% |
| 3Y | +99.5% | +62.3% | +37.2% | +64.7% |
| 5Y | +40.7% | +170.4% | -129.7% | -2.9% |
| 10Y | +126.9% | +683.0% | -556.1% | +19.8% |
| All | +126.9% | +709.0% | -582.1% | +19.8% |
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