+10,678.2%
FISV vs PHM
+11,050.0%
-371.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -3.3% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | -3.0% | -9.7% | +6.7% | -0.7% |
| 3M | -3.5% | +2.2% | -5.7% | -4.1% |
| 6M | -19.4% | -5.7% | -13.7% | -18.7% |
| YTD | -24.3% | +2.8% | -27.1% | -25.3% |
| 1Y | -62.4% | -14.4% | -48.0% | -61.3% |
| 3Y | -58.2% | +52.2% | -110.4% | -62.8% |
| 5Y | -56.5% | +154.3% | -210.8% | -66.1% |
| 10Y | -0.5% | +545.9% | -546.4% | -38.9% |
| All | +10,678.2% | +11,050.0% | -371.8% | +3,617.5% |
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