+826.4%
FN vs PHM
+746.3%
+80.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +11.1% |
| 7D | +16.3% | +3.5% | +12.8% | +14.7% |
| 30D | -24.7% | +21.2% | -45.9% | -29.8% |
| 3M | -34.9% | +2.5% | -37.4% | -36.1% |
| 6M | -41.1% | +16.1% | -57.2% | -45.1% |
| YTD | -19.6% | +16.6% | -36.3% | -25.8% |
| 1Y | -18.5% | +14.4% | -33.0% | -24.4% |
| 3Y | +119.1% | +71.9% | +47.3% | +71.0% |
| 5Y | +206.9% | +174.3% | +32.6% | +98.3% |
| 10Y | +826.4% | +744.0% | +82.4% | +289.2% |
| All | +826.4% | +746.3% | +80.1% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling