+1,444.7%
PHM vs FLR
+603.8%
+840.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | -3.2% | +5.4% | -8.6% | -4.9% |
| 30D | -6.4% | +11.4% | -17.8% | -10.3% |
| 3M | +5.5% | +11.4% | -5.9% | +0.3% |
| 6M | -5.4% | +16.6% | -22.1% | -12.4% |
| YTD | +6.6% | +41.7% | -35.1% | -7.9% |
| 1Y | -8.8% | +35.4% | -44.3% | -20.8% |
| 3Y | +54.1% | +57.3% | -3.2% | +17.6% |
| 5Y | +144.5% | +241.0% | -96.5% | +34.0% |
| 10Y | +569.4% | +16.6% | +552.8% | +299.0% |
| All | +1,444.7% | +603.8% | +840.9% | +348.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling