+67.9%
FSLR vs PHM
+180.8%
-112.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -5.7% |
| 7D | +5.3% | +3.5% | +1.8% | +3.8% |
| 30D | +7.8% | +21.2% | -13.4% | +0.2% |
| 3M | -23.4% | +2.5% | -25.8% | -24.3% |
| 6M | -12.9% | +16.1% | -29.0% | -18.4% |
| YTD | -26.7% | +16.6% | -43.3% | -31.6% |
| 1Y | -28.4% | +14.4% | -42.8% | -32.9% |
| 3Y | +44.6% | +71.9% | -27.3% | +11.9% |
| 5Y | +67.9% | +174.3% | -106.4% | +3.0% |
| All | +67.9% | +180.8% | -112.9% | +3.0% |
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 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