+22.8%
FLEX vs PHM
+14.7%
+8.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.5% | +11.6% |
| 7D | -7.2% | +3.5% | -10.7% | -7.5% |
| 30D | -34.8% | +21.2% | -56.0% | -37.8% |
| 3M | -35.6% | +2.5% | -38.0% | -35.2% |
| 6M | -45.0% | +16.1% | -61.1% | -48.1% |
| YTD | +29.4% | +16.6% | +12.8% | +19.6% |
| All | +22.8% | +14.7% | +8.1% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling