+2,896.1%
FITB vs PHM
+11,456.8%
-8,560.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +1.8% |
| 30D | -4.7% | -6.4% | +1.7% | -2.5% |
| 3M | +6.7% | +5.5% | +1.2% | +4.0% |
| 6M | +12.6% | -5.4% | +18.0% | +14.1% |
| YTD | +19.1% | +6.6% | +12.5% | +15.0% |
| 1Y | +22.6% | -8.8% | +31.5% | +25.1% |
| 3Y | +127.1% | +54.1% | +73.0% | +86.0% |
| 5Y | +71.8% | +144.5% | -72.7% | +14.9% |
| 10Y | +287.2% | +569.4% | -282.2% | +71.6% |
| All | +2,896.1% | +11,456.8% | -8,560.7% | +597.1% |
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