+154.3%
PHM vs FDS
-20.4%
+174.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.3% |
| 7D | -2.5% | -5.4% | +2.9% | -1.0% |
| 30D | -9.7% | +1.6% | -11.2% | -10.2% |
| 3M | +2.2% | +17.7% | -15.5% | -2.9% |
| 6M | -5.7% | +29.1% | -34.7% | -14.0% |
| YTD | +2.8% | +1.0% | +1.9% | +2.6% |
| 1Y | -14.4% | -21.6% | +7.2% | -4.4% |
| 3Y | +52.2% | -30.1% | +82.3% | +75.6% |
| 5Y | +154.3% | -20.7% | +175.0% | +185.7% |
| All | +154.3% | -20.4% | +174.7% | +185.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling