-8.8%
PHM vs FLR
+31.2%
-40.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -3.2% | +5.4% | -8.6% | -3.9% |
| 30D | -6.4% | +11.4% | -17.8% | -8.0% |
| 3M | +5.5% | +11.4% | -5.9% | +3.4% |
| 6M | -5.4% | +16.6% | -22.1% | -8.7% |
| YTD | +6.6% | +41.7% | -35.1% | -0.4% |
| 1Y | -8.8% | +35.4% | -44.3% | -13.4% |
| All | -8.8% | +31.2% | -40.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling