+1,060.6%
FLEX vs PHM
+540.0%
+520.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.9% |
| 7D | +7.0% | -2.5% | +9.5% | +8.1% |
| 30D | -5.8% | -9.7% | +3.9% | -1.8% |
| 3M | -24.2% | +2.2% | -26.4% | -25.9% |
| 6M | +90.8% | -5.7% | +96.5% | +93.5% |
| YTD | +89.2% | +2.8% | +86.4% | +83.3% |
| 1Y | +104.7% | -14.4% | +119.1% | +114.1% |
| 3Y | +478.1% | +52.2% | +425.9% | +340.3% |
| 5Y | +726.2% | +154.3% | +571.9% | +370.5% |
| 10Y | +1,060.6% | +545.9% | +514.7% | +325.5% |
| All | +1,060.6% | +540.0% | +520.6% | +325.5% |
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