+157.3%
PHM vs FLR
+245.1%
-87.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.4% |
| 7D | -3.9% | -3.1% | -0.7% | -3.3% |
| 30D | -8.6% | +4.9% | -13.5% | -9.4% |
| 3M | -2.9% | +10.8% | -13.7% | -5.3% |
| 6M | -5.7% | +19.7% | -25.4% | -9.8% |
| YTD | +1.9% | +38.4% | -36.5% | -5.4% |
| 1Y | -12.3% | +34.7% | -47.0% | -18.5% |
| 3Y | +50.8% | +56.7% | -5.9% | +26.4% |
| 5Y | +157.3% | +241.6% | -84.3% | +81.1% |
| All | +157.3% | +245.1% | -87.8% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling