+12.1%
PHM vs FBTC
+59.7%
-47.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -6.4% | -5.8% | -0.5% | -5.7% |
| 30D | -12.1% | +21.4% | -33.5% | -14.2% |
| 3M | -1.5% | +24.5% | -26.0% | -4.3% |
| 6M | -6.0% | +9.9% | -15.9% | -7.3% |
| YTD | -0.3% | -12.0% | +11.7% | +0.8% |
| 1Y | -13.3% | -32.3% | +19.0% | -8.8% |
| All | +12.1% | +59.7% | -47.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling