+9,374.7%
FTNT vs PHM
+1,328.8%
+8,045.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.7% |
| 7D | -2.7% | -2.5% | -0.2% | -2.1% |
| 30D | -1.4% | -9.7% | +8.3% | +1.2% |
| 3M | +10.1% | +2.2% | +7.9% | +8.6% |
| 6M | +88.2% | -5.7% | +93.9% | +88.6% |
| YTD | +98.3% | +2.8% | +95.5% | +93.0% |
| 1Y | +96.0% | -14.4% | +110.4% | +100.2% |
| 3Y | +145.8% | +52.2% | +93.6% | +103.7% |
| 5Y | +154.6% | +154.3% | +0.4% | +76.7% |
| 10Y | +2,063.6% | +545.9% | +1,517.8% | +979.4% |
| All | +9,374.7% | +1,328.8% | +8,045.9% | +3,431.7% |
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