+141.6%
FTNT vs PHM
+50.2%
+91.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | +1.7% | -3.9% | +5.6% | +1.8% |
| 30D | -4.3% | -8.6% | +4.3% | -4.1% |
| 3M | +13.6% | -2.9% | +16.5% | +13.4% |
| 6M | +87.6% | -5.7% | +93.3% | +87.4% |
| YTD | +98.0% | +1.9% | +96.1% | +96.2% |
| 1Y | +96.9% | -12.3% | +109.2% | +97.5% |
| All | +141.6% | +50.2% | +91.4% | +119.5% |
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 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