+7,917.6%
FLEX vs PHM
+3,837.0%
+4,080.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -3.2% | +2.3% | +0.3% |
| 30D | -10.1% | -6.4% | -3.7% | -8.1% |
| 3M | -31.3% | +5.5% | -36.8% | -33.3% |
| 6M | +71.3% | -5.4% | +76.7% | +73.6% |
| YTD | +81.2% | +6.6% | +74.7% | +74.9% |
| 1Y | +98.5% | -8.8% | +107.3% | +101.8% |
| 3Y | +428.2% | +54.1% | +374.1% | +329.4% |
| 5Y | +657.3% | +144.5% | +512.8% | +407.4% |
| 10Y | +995.9% | +569.4% | +426.5% | +386.1% |
| All | +7,917.6% | +3,837.0% | +4,080.6% | +1,418.2% |
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