+47.2%
FITB vs PHM
+160.8%
-113.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +0.8% | -6.1% | +6.9% | +3.2% |
| 30D | +7.3% | +13.7% | -6.4% | +1.9% |
| 3M | -6.3% | -1.5% | -4.8% | -6.2% |
| 6M | +12.6% | +11.3% | +1.3% | +6.9% |
| YTD | +18.0% | +8.9% | +9.1% | +12.2% |
| 1Y | +28.9% | +6.1% | +22.8% | +23.7% |
| 3Y | +139.4% | +57.7% | +81.7% | +89.2% |
| 5Y | +47.2% | +159.0% | -111.7% | -14.5% |
| All | +47.2% | +160.8% | -113.6% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling