0.0%
FSLR vs PHM
-14.7%
+14.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.5% |
| 7D | +0.2% | -3.9% | +4.1% | +1.3% |
| 30D | -15.1% | -8.6% | -6.6% | -13.1% |
| 3M | -22.5% | -2.9% | -19.6% | -22.5% |
| 6M | +4.0% | -5.7% | +9.7% | +4.0% |
| YTD | -22.3% | +1.9% | -24.1% | -21.7% |
| 1Y | 0.0% | -12.3% | +12.3% | 0.0% |
| All | 0.0% | -14.7% | +14.7% | 0.0% |
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 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