+4,724.7%
PHM vs FDS
+10,448.9%
-5,724.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -6.1% | -2.6% | -3.5% | -5.1% |
| 30D | +13.7% | +14.1% | -0.3% | +7.7% |
| 3M | -1.5% | +19.8% | -21.3% | -9.3% |
| 6M | +11.3% | +55.0% | -43.7% | -9.9% |
| YTD | +8.9% | +15.9% | -7.0% | -2.7% |
| 1Y | +6.1% | +24.2% | -18.1% | -8.4% |
| 3Y | +57.7% | -24.0% | +81.7% | +65.1% |
| 5Y | +159.0% | -23.3% | +182.3% | +168.5% |
| 10Y | +676.2% | +128.0% | +548.1% | +399.7% |
| All | +4,724.7% | +10,448.9% | -5,724.3% | +1,036.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling