-68.4%
FLNC vs PHM
+16.2%
-84.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +7.2% | +3.0% | +8.2% |
| 7D | -2.1% | +13.6% | -15.7% | -5.8% |
| 30D | -20.8% | +19.3% | -40.1% | -25.1% |
| 3M | -61.3% | +3.5% | -64.8% | -61.7% |
| 6M | -50.9% | +18.6% | -69.4% | -54.7% |
| YTD | -69.4% | +16.7% | -86.1% | -72.0% |
| 1Y | -68.4% | +14.6% | -83.0% | -71.8% |
| All | -68.4% | +16.2% | -84.6% | -71.8% |
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