+660.2%
PHM vs FIVN
+243.6%
+416.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | -4.1% | -2.8% | -1.3% | -3.7% |
| 30D | +16.1% | -17.4% | +33.6% | +18.9% |
| 3M | -2.5% | -19.2% | +16.7% | -0.3% |
| 6M | +12.9% | +29.4% | -16.4% | +6.7% |
| YTD | +9.0% | +36.3% | -27.2% | +0.4% |
| 1Y | +8.2% | +33.5% | -25.3% | -0.2% |
| 3Y | +58.4% | -56.8% | +115.3% | +69.0% |
| 5Y | +159.2% | -83.0% | +242.2% | +203.4% |
| 10Y | +676.9% | +87.3% | +589.6% | +607.2% |
| All | +660.2% | +243.6% | +416.5% | +553.0% |
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