+447.0%
FSLR vs PHM
+545.0%
-98.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.4% |
| 7D | +0.2% | -3.9% | +4.1% | +1.6% |
| 30D | -15.1% | -8.6% | -6.6% | -12.5% |
| 3M | -22.5% | -2.9% | -19.6% | -22.1% |
| 6M | +4.0% | -5.7% | +9.7% | +5.2% |
| YTD | -22.3% | +1.9% | -24.1% | -23.5% |
| 1Y | 0.0% | -12.3% | +12.3% | +3.2% |
| 3Y | +10.9% | +50.8% | -39.9% | -7.8% |
| 5Y | +105.4% | +157.3% | -51.9% | +37.3% |
| 10Y | +447.0% | +566.5% | -119.5% | +157.0% |
| All | +447.0% | +545.0% | -98.0% | +157.0% |
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