-50.2%
FSLY vs PHM
+152.6%
-202.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.3% |
| 7D | +11.2% | -3.9% | +15.0% | +13.6% |
| 30D | -18.2% | -8.6% | -9.6% | -13.9% |
| 3M | +21.9% | -2.9% | +24.8% | +21.8% |
| 6M | +4.0% | -5.7% | +9.7% | +6.0% |
| YTD | +123.1% | +1.9% | +121.2% | +111.2% |
| 1Y | +196.9% | -12.3% | +209.2% | +210.3% |
| 3Y | -1.3% | +50.8% | -52.0% | -39.5% |
| 5Y | -50.2% | +157.3% | -207.5% | -82.8% |
| All | -50.2% | +152.6% | -202.8% | -82.8% |
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 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