-3.2%
FSLY vs PHM
+50.2%
-53.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +11.2% | -3.9% | +15.0% | +12.8% |
| 30D | -18.2% | -8.6% | -9.6% | -15.4% |
| 3M | +21.9% | -2.9% | +24.8% | +21.9% |
| 6M | +4.0% | -5.7% | +9.7% | +5.2% |
| YTD | +123.1% | +1.9% | +121.2% | +114.6% |
| 1Y | +196.9% | -12.3% | +209.2% | +207.1% |
| All | -3.2% | +50.2% | -53.4% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling