-14.0%
PHM vs FLR
+31.4%
-45.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -5.0% | -3.5% | -1.5% | -4.5% |
| 30D | -8.4% | +4.2% | -12.6% | -9.0% |
| 3M | -4.4% | +8.1% | -12.5% | -5.9% |
| 6M | -3.7% | +21.5% | -25.3% | -7.5% |
| YTD | +1.3% | +36.8% | -35.5% | -5.0% |
| 1Y | -14.0% | +31.2% | -45.2% | -19.1% |
| All | -14.0% | +31.4% | -45.5% | -19.1% |
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