-65.6%
FSLY vs PHM
+166.4%
-232.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.8% |
| 7D | -17.9% | -4.8% | -13.2% | -15.7% |
| 30D | -34.7% | +16.5% | -51.2% | -41.2% |
| 3M | -40.0% | -2.0% | -38.0% | -40.5% |
| 6M | -11.8% | +12.7% | -24.5% | -21.4% |
| YTD | +69.5% | +11.2% | +58.4% | +49.4% |
| 1Y | +44.0% | +7.7% | +36.2% | +29.4% |
| 3Y | +5.2% | +60.9% | -55.7% | -39.8% |
| 5Y | -65.6% | +167.7% | -233.3% | -89.6% |
| All | -65.6% | +166.4% | -232.0% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling