+557.2%
PHM vs FIVN
+118.5%
+438.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | -5.0% | -7.8% | +2.9% | -3.7% |
| 30D | -8.4% | -1.7% | -6.7% | -8.3% |
| 3M | -4.4% | +47.2% | -51.6% | -11.2% |
| 6M | -3.7% | +82.7% | -86.5% | -15.5% |
| YTD | +1.3% | +52.9% | -51.6% | -8.9% |
| 1Y | -14.0% | +17.5% | -31.5% | -19.1% |
| 3Y | +48.1% | -55.8% | +103.9% | +61.0% |
| 5Y | +158.8% | -82.3% | +241.1% | +214.0% |
| All | +557.2% | +118.5% | +438.7% | +488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling