+617.1%
PHM vs FIVN
+292.8%
+324.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.6% | -2.6% |
| 7D | -2.5% | -8.2% | +5.7% | -1.3% |
| 30D | -9.7% | -8.1% | -1.5% | -8.7% |
| 3M | +2.2% | +34.9% | -32.7% | -3.0% |
| 6M | -5.7% | +72.6% | -78.3% | -15.0% |
| YTD | +2.8% | +55.8% | -52.9% | -6.5% |
| 1Y | -14.4% | +17.1% | -31.6% | -18.8% |
| 3Y | +52.2% | -54.3% | +106.5% | +62.0% |
| 5Y | +154.3% | -81.6% | +235.8% | +195.2% |
| 10Y | +545.9% | +109.2% | +436.7% | +481.3% |
| All | +617.1% | +292.8% | +324.2% | +508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling