+117.8%
FFIV vs PHM
+670.5%
-552.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -0.5% | -4.1% | +3.6% | +0.5% |
| 30D | -32.4% | +16.1% | -48.5% | -35.2% |
| 3M | -25.7% | -2.5% | -23.2% | -25.5% |
| 6M | -13.5% | +12.9% | -26.4% | -17.3% |
| YTD | +21.1% | +9.0% | +12.1% | +15.9% |
| 1Y | +29.4% | +8.2% | +21.2% | +24.0% |
| 3Y | +94.9% | +58.4% | +36.5% | +61.8% |
| 5Y | +34.7% | +159.2% | -124.4% | -6.1% |
| All | +117.8% | +670.5% | -552.8% | +15.1% |
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 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