+726.4%
FSLR vs PHM
+388.2%
+338.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | -3.2% | +3.2% | +1.2% |
| 30D | -13.7% | -6.4% | -7.2% | -11.6% |
| 3M | -35.1% | +5.5% | -40.6% | -36.7% |
| 6M | +3.6% | -5.4% | +9.1% | +4.9% |
| YTD | -21.7% | +6.6% | -28.3% | -24.3% |
| 1Y | +1.3% | -8.8% | +10.1% | +3.1% |
| 3Y | +9.7% | +54.1% | -44.4% | -9.6% |
| 5Y | +117.4% | +144.5% | -27.1% | +46.6% |
| 10Y | +435.5% | +569.4% | -133.9% | +129.9% |
| All | +726.4% | +388.2% | +338.1% | +178.8% |
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