+4,166.4%
FFIV vs PHM
+2,696.4%
+1,469.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +1.1% |
| 7D | -4.2% | +2.9% | -7.1% | -5.2% |
| 30D | -33.9% | +16.5% | -50.4% | -37.2% |
| 3M | -22.6% | +0.6% | -23.2% | -23.3% |
| 6M | -10.4% | +11.6% | -22.0% | -14.6% |
| YTD | +24.3% | +12.1% | +12.2% | +17.2% |
| 1Y | +31.8% | +9.6% | +22.2% | +24.9% |
| 3Y | +99.5% | +62.3% | +37.2% | +61.5% |
| 5Y | +40.7% | +170.4% | -129.7% | -5.6% |
| 10Y | +126.9% | +683.0% | -556.1% | -2.4% |
| All | +4,166.4% | +2,696.4% | +1,469.9% | +642.5% |
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