+68.4%
FITB vs PHM
+152.6%
-84.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.2% |
| 7D | -0.4% | -3.9% | +3.5% | +1.1% |
| 30D | -5.1% | -8.6% | +3.4% | -2.0% |
| 3M | +3.5% | -2.9% | +6.5% | +4.0% |
| 6M | +17.2% | -5.7% | +22.9% | +18.8% |
| YTD | +17.6% | +1.9% | +15.8% | +15.1% |
| 1Y | +23.4% | -12.3% | +35.7% | +27.6% |
| 3Y | +129.7% | +50.8% | +79.0% | +84.6% |
| 5Y | +68.4% | +157.3% | -88.9% | -0.5% |
| All | +68.4% | +152.6% | -84.1% | -0.5% |
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