+464.1%
PHM vs FND
+54.9%
+409.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -6.4% | -5.1% | -1.3% | -4.2% |
| 30D | -12.1% | -22.5% | +10.4% | -1.8% |
| 3M | -1.5% | -5.0% | +3.5% | +0.1% |
| 6M | -6.0% | -21.5% | +15.5% | +2.9% |
| YTD | -0.3% | -23.0% | +22.7% | +9.6% |
| 1Y | -13.3% | -44.9% | +31.5% | +9.4% |
| 3Y | +47.6% | -50.0% | +97.6% | +87.7% |
| 5Y | +154.7% | -63.3% | +218.1% | +247.3% |
| All | +464.1% | +54.9% | +409.2% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling