+2.0%
FISV vs PHM
+568.1%
-566.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.9% |
| 7D | -2.7% | -5.0% | +2.3% | -1.1% |
| 30D | 0.0% | -8.4% | +8.5% | +2.8% |
| 3M | -2.8% | -4.4% | +1.6% | -1.6% |
| 6M | -11.8% | -3.7% | -8.1% | -11.4% |
| YTD | -23.2% | +1.3% | -24.5% | -24.4% |
| 1Y | -62.0% | -14.0% | -48.0% | -60.6% |
| 3Y | -57.6% | +48.1% | -105.7% | -64.2% |
| 5Y | -53.4% | +158.8% | -212.2% | -68.4% |
| All | +2.0% | +568.1% | -566.1% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling