+4,621.2%
PHM vs FDS
+9,502.8%
-4,881.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.6% |
| 7D | -3.2% | -1.9% | -1.3% | -2.5% |
| 30D | -6.4% | +9.0% | -15.5% | -9.9% |
| 3M | +5.5% | +18.9% | -13.4% | -3.2% |
| 6M | -5.4% | +35.1% | -40.6% | -19.3% |
| YTD | +6.6% | +5.5% | +1.1% | -0.5% |
| 1Y | -8.8% | -16.8% | +8.0% | -6.7% |
| 3Y | +54.1% | -28.1% | +82.2% | +65.9% |
| 5Y | +144.5% | -17.4% | +161.9% | +145.9% |
| 10Y | +569.4% | +85.4% | +484.0% | +371.3% |
| All | +4,621.2% | +9,502.8% | -4,881.6% | +1,063.0% |
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