+157.3%
PHM vs FND
-61.3%
+218.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.9% | -0.8% | -3.1% | -3.5% |
| 30D | -8.6% | -19.6% | +11.0% | +1.4% |
| 3M | -2.9% | -4.3% | +1.4% | -1.5% |
| 6M | -5.7% | -20.4% | +14.7% | +3.4% |
| YTD | +1.9% | -21.9% | +23.7% | +12.0% |
| 1Y | -12.3% | -45.2% | +32.9% | +13.5% |
| 3Y | +50.8% | -49.2% | +100.0% | +93.8% |
| 5Y | +157.3% | -61.8% | +219.1% | +232.3% |
| All | +157.3% | -61.3% | +218.5% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling