+566.5%
PHM vs FDS
+72.8%
+493.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.5% |
| 7D | -3.9% | -8.8% | +4.9% | -0.1% |
| 30D | -8.6% | -1.4% | -7.2% | -8.3% |
| 3M | -2.9% | +13.9% | -16.8% | -9.5% |
| 6M | -5.7% | +27.4% | -33.1% | -18.3% |
| YTD | +1.9% | -2.5% | +4.3% | -0.5% |
| 1Y | -12.3% | -23.8% | +11.5% | -3.3% |
| 3Y | +50.8% | -32.5% | +83.3% | +74.1% |
| 5Y | +157.3% | -23.2% | +180.5% | +169.8% |
| 10Y | +566.5% | +76.4% | +490.1% | +345.5% |
| All | +566.5% | +72.8% | +493.7% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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