+57.3%
PHM vs FDS
-27.1%
+84.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.6% |
| 7D | -3.2% | -1.9% | -1.3% | -2.9% |
| 30D | -6.4% | +9.0% | -15.5% | -7.7% |
| 3M | +5.5% | +18.9% | -13.4% | +2.8% |
| 6M | -5.4% | +35.1% | -40.6% | -10.1% |
| YTD | +6.6% | +5.5% | +1.1% | +7.7% |
| 1Y | -8.8% | -16.8% | +8.0% | -0.3% |
| All | +57.3% | -27.1% | +84.3% | +71.8% |
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