+619.9%
FSLR vs PHM
+409.2%
+210.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | -8.4% | -4.8% | -3.7% | -6.9% |
| 30D | -0.9% | +16.5% | -17.4% | -6.5% |
| 3M | -26.1% | -2.0% | -24.1% | -25.8% |
| 6M | -23.6% | +12.7% | -36.3% | -27.5% |
| YTD | -31.8% | +11.2% | -43.0% | -35.2% |
| 1Y | -32.6% | +7.7% | -40.3% | -35.4% |
| 3Y | +33.0% | +60.9% | -27.9% | +7.7% |
| 5Y | +56.8% | +167.7% | -110.9% | +2.3% |
| 10Y | +455.6% | +692.1% | -236.5% | +123.6% |
| All | +619.9% | +409.2% | +210.8% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling