-30.7%
FSLY vs PHM
+326.1%
-356.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +4.9% | -4.1% | +9.0% | +6.6% |
| 30D | -33.5% | +16.1% | -49.7% | -38.4% |
| 3M | -44.6% | -2.5% | -42.1% | -44.9% |
| 6M | -9.2% | +12.9% | -22.1% | -16.4% |
| YTD | +63.3% | +9.0% | +54.2% | +51.3% |
| 1Y | +45.3% | +8.2% | +37.1% | +35.0% |
| 3Y | +3.7% | +58.4% | -54.7% | -22.9% |
| 5Y | -67.2% | +159.2% | -226.3% | -80.8% |
| All | -30.7% | +326.1% | -356.8% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling