+640.4%
FLEX vs PHM
+746.3%
-105.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.5% | +10.9% |
| 7D | -7.2% | +3.5% | -10.7% | -9.0% |
| 30D | -34.8% | +21.2% | -56.0% | -40.8% |
| 3M | -35.6% | +2.5% | -38.0% | -37.2% |
| 6M | -45.0% | +16.1% | -61.1% | -49.8% |
| YTD | +29.4% | +16.6% | +12.8% | +17.3% |
| 1Y | +24.8% | +14.4% | +10.4% | +13.8% |
| 3Y | +304.4% | +71.9% | +232.5% | +189.6% |
| 5Y | +484.1% | +174.3% | +309.7% | +219.4% |
| 10Y | +640.4% | +744.0% | -103.6% | +150.4% |
| All | +640.4% | +746.3% | -105.9% | +150.4% |
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