+61.5%
PHM vs FDS
-22.8%
+84.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -1.3% |
| 7D | -4.8% | -2.1% | -2.6% | -4.4% |
| 30D | +16.5% | +16.0% | +0.5% | +14.2% |
| 3M | -2.0% | +18.8% | -20.8% | -4.3% |
| 6M | +12.7% | +54.1% | -41.5% | +6.1% |
| YTD | +11.2% | +17.0% | -5.8% | +10.7% |
| 1Y | +7.7% | +25.5% | -17.8% | +4.9% |
| All | +61.5% | -22.8% | +84.3% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling