-61.1%
FISV vs PHM
-6.9%
-54.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.6% |
| 30D | -2.1% | -6.4% | +4.4% | -0.2% |
| 3M | -5.7% | +5.5% | -11.2% | -7.3% |
| 6M | -15.3% | -5.4% | -9.9% | -14.3% |
| YTD | -21.1% | +6.6% | -27.7% | -25.4% |
| 1Y | -61.1% | -8.8% | -52.2% | -61.3% |
| All | -61.1% | -6.9% | -54.1% | -61.3% |
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