+58.4%
PHM vs FLR
+35.7%
+22.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.1% | +5.4% | -9.5% | -4.7% |
| 30D | +16.1% | +2.8% | +13.3% | +15.6% |
| 3M | -2.5% | -6.4% | +3.9% | -1.9% |
| 6M | +12.9% | +8.8% | +4.1% | +10.9% |
| YTD | +9.0% | +23.6% | -14.6% | +4.8% |
| 1Y | +8.2% | +13.8% | -5.6% | +5.0% |
| 3Y | +58.4% | +36.5% | +22.0% | +27.8% |
| All | +58.4% | +35.7% | +22.8% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling