+24.3%
FFIV vs PHM
-14.7%
+39.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.9% |
| 7D | +3.5% | -3.9% | +7.3% | +3.5% |
| 30D | -1.3% | -8.6% | +7.2% | -1.2% |
| 3M | +2.4% | -2.9% | +5.3% | +1.9% |
| 6M | +41.8% | -5.7% | +47.5% | +40.9% |
| YTD | +58.5% | +1.9% | +56.7% | +54.6% |
| 1Y | +24.3% | -12.3% | +36.7% | +21.4% |
| All | +24.3% | -14.7% | +39.0% | +21.4% |
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