+53.3%
FLNC vs PHM
-6.9%
+60.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -4.9% | -3.2% | -1.7% | -3.6% |
| 30D | -27.3% | -6.4% | -20.8% | -25.2% |
| 3M | -61.9% | +5.5% | -67.4% | -63.2% |
| 6M | -34.5% | -5.4% | -29.0% | -32.3% |
| YTD | -47.7% | +6.6% | -54.3% | -51.1% |
| 1Y | +53.3% | -8.8% | +62.2% | +67.3% |
| All | +53.3% | -6.9% | +60.3% | +67.3% |
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