+123.5%
FSLR vs PHM
+152.9%
-29.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.6% |
| 7D | +6.8% | -2.5% | +9.3% | +7.7% |
| 30D | -14.7% | -9.7% | -5.1% | -11.6% |
| 3M | -22.6% | +2.2% | -24.8% | -23.7% |
| 6M | +12.7% | -5.7% | +18.4% | +14.0% |
| YTD | -18.4% | +2.8% | -21.2% | -20.1% |
| 1Y | +4.9% | -14.4% | +19.4% | +9.4% |
| 3Y | +16.4% | +52.2% | -35.8% | -5.2% |
| 5Y | +123.5% | +154.3% | -30.8% | +47.1% |
| All | +123.5% | +152.9% | -29.4% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling