-54.4%
FPS vs PHM
+9.5%
-63.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +8.9% | +6.3% |
| 7D | -24.5% | +6.2% | -30.7% | -23.0% |
| 30D | -52.1% | +17.9% | -70.0% | -51.1% |
| 3M | -48.4% | +2.5% | -50.8% | -45.4% |
| 6M | -54.4% | +10.8% | -65.2% | -53.7% |
| All | -54.4% | +9.5% | -63.9% | -53.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling