+167.7%
PHM vs FDS
-21.2%
+188.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -1.6% |
| 7D | -4.8% | -2.1% | -2.6% | -4.2% |
| 30D | +16.5% | +16.0% | +0.5% | +11.9% |
| 3M | -2.0% | +18.8% | -20.8% | -6.9% |
| 6M | +12.7% | +54.1% | -41.5% | -2.0% |
| YTD | +11.2% | +17.0% | -5.8% | +6.3% |
| 1Y | +7.7% | +25.5% | -17.8% | -0.7% |
| 3Y | +60.9% | -23.3% | +84.2% | +84.6% |
| 5Y | +167.7% | -22.6% | +190.3% | +193.5% |
| All | +167.7% | -21.2% | +188.9% | +193.5% |
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 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