+33.0%
FFIV vs PHM
+7.3%
+25.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | +1.9% | -6.1% | +8.0% | +2.0% |
| 30D | -33.3% | +13.7% | -47.0% | -33.4% |
| 3M | -24.9% | -1.5% | -23.4% | -25.0% |
| 6M | -10.5% | +11.3% | -21.8% | -11.5% |
| YTD | +24.4% | +8.9% | +15.5% | +21.1% |
| All | +33.0% | +7.3% | +25.7% | +29.9% |
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