+464.5%
FSLR vs PHM
+684.3%
-219.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.7% | -4.2% |
| 7D | -2.6% | +2.9% | -5.6% | -3.7% |
| 30D | +1.8% | +16.5% | -14.7% | -3.8% |
| 3M | -24.4% | +0.6% | -25.0% | -24.8% |
| 6M | -17.7% | +11.6% | -29.3% | -21.5% |
| YTD | -30.7% | +12.1% | -42.8% | -34.3% |
| 1Y | -33.6% | +9.6% | -43.2% | -36.6% |
| 3Y | +35.1% | +62.3% | -27.1% | +9.6% |
| 5Y | +63.1% | +170.4% | -107.3% | +7.5% |
| All | +464.5% | +684.3% | -219.8% | +173.1% |
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