-14.2%
FSLY vs PHM
+316.6%
-330.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -10.6% | -3.2% | -7.4% | -9.3% |
| 30D | -20.9% | -6.4% | -14.5% | -18.7% |
| 3M | +3.4% | +5.5% | -2.1% | -0.3% |
| 6M | +2.7% | -5.4% | +8.2% | +4.4% |
| YTD | +102.3% | +6.6% | +95.7% | +92.1% |
| 1Y | +182.1% | -8.8% | +190.9% | +187.4% |
| 3Y | -14.6% | +54.1% | -68.7% | -34.7% |
| 5Y | -55.9% | +144.5% | -200.4% | -73.4% |
| All | -14.2% | +316.6% | -330.8% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling