+45.8%
PHM vs FLR
+52.3%
-6.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -6.4% | -6.9% | +0.5% | -5.4% |
| 30D | -12.1% | +1.1% | -13.2% | -12.3% |
| 3M | -1.5% | +14.3% | -15.9% | -3.9% |
| 6M | -6.0% | +19.1% | -25.1% | -9.3% |
| YTD | -0.3% | +35.1% | -35.4% | -5.8% |
| 1Y | -13.3% | +29.5% | -42.8% | -17.8% |
| All | +45.8% | +52.3% | -6.5% | +13.8% |
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