+416.7%
FLEX vs PHM
+175.2%
+241.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.5% | +5.2% |
| 7D | -19.3% | +6.2% | -25.5% | -21.5% |
| 30D | -41.5% | +17.9% | -59.5% | -45.6% |
| 3M | -43.1% | +2.5% | -45.6% | -44.3% |
| 6M | -48.2% | +10.8% | -59.0% | -51.2% |
| YTD | +15.5% | +13.7% | +1.8% | +7.0% |
| 1Y | +10.2% | +12.4% | -2.1% | +2.4% |
| 3Y | +256.8% | +65.6% | +191.2% | +164.0% |
| All | +416.7% | +175.2% | +241.5% | +174.5% |
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