+14.5%
PHM vs FBTC
+62.0%
-47.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -3.9% | +1.1% | -5.0% | -4.0% |
| 30D | -8.6% | +22.3% | -30.8% | -10.8% |
| 3M | -2.9% | +26.0% | -28.9% | -5.8% |
| 6M | -5.7% | +13.2% | -18.9% | -7.3% |
| YTD | +1.9% | -10.7% | +12.6% | +2.9% |
| 1Y | -12.3% | -30.0% | +17.6% | -8.2% |
| All | +14.5% | +62.0% | -47.5% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling