-3.5%
FSLY vs PHM
+295.9%
-299.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | +12.5% | -5.0% | +17.5% | +14.9% |
| 30D | -18.8% | -8.4% | -10.4% | -15.8% |
| 3M | +22.7% | -4.4% | +27.1% | +23.8% |
| 6M | -3.7% | -3.7% | 0.0% | -3.0% |
| YTD | +127.5% | +1.3% | +126.2% | +120.7% |
| 1Y | +193.5% | -14.0% | +207.6% | +206.6% |
| 3Y | -1.3% | +48.1% | -49.4% | -23.3% |
| 5Y | -47.3% | +158.8% | -206.1% | -68.5% |
| All | -3.5% | +295.9% | -299.3% | -41.9% |
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