+5,470.8%
FLEX vs PHM
+4,040.7%
+1,430.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.2% |
| 7D | -13.6% | +2.9% | -16.6% | -14.9% |
| 30D | -36.5% | +16.5% | -53.0% | -40.6% |
| 3M | -36.4% | +0.6% | -37.1% | -37.4% |
| 6M | -46.5% | +11.6% | -58.1% | -49.6% |
| YTD | +25.9% | +12.1% | +13.8% | +17.9% |
| 1Y | +19.6% | +9.6% | +10.0% | +12.7% |
| 3Y | +287.0% | +62.3% | +224.7% | +205.9% |
| 5Y | +466.6% | +170.4% | +296.2% | +262.2% |
| 10Y | +626.9% | +683.0% | -56.1% | +201.9% |
| All | +5,470.8% | +4,040.7% | +1,430.2% | +923.7% |
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