+51.8%
FTNT vs PHM
+16.2%
+35.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.2% | +2.5% |
| 7D | -25.7% | +13.6% | -39.3% | -23.4% |
| 30D | -29.7% | +19.3% | -49.0% | -27.0% |
| 3M | -23.1% | +3.5% | -26.6% | -21.6% |
| 6M | +45.0% | +18.6% | +26.4% | +49.7% |
| YTD | +62.9% | +16.7% | +46.2% | +66.3% |
| 1Y | +51.8% | +14.6% | +37.2% | +53.8% |
| All | +51.8% | +16.2% | +35.6% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling