+5,150.0%
FFIV vs PHM
+2,558.9%
+2,591.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.0% | -3.2% | +2.2% | 0.0% |
| 30D | -5.1% | -6.4% | +1.4% | -3.3% |
| 3M | -4.5% | +5.5% | -9.9% | -6.9% |
| 6M | +36.5% | -5.4% | +41.9% | +36.9% |
| YTD | +53.0% | +6.6% | +46.4% | +47.2% |
| 1Y | +24.2% | -8.8% | +33.1% | +25.1% |
| 3Y | +137.2% | +54.1% | +83.1% | +95.4% |
| 5Y | +91.8% | +144.5% | -52.7% | +33.1% |
| 10Y | +215.2% | +569.4% | -354.2% | +43.0% |
| All | +5,150.0% | +2,558.9% | +2,591.1% | +832.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling