+503.1%
PHM vs FND
+66.0%
+437.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -3.2% | -5.2% | +2.0% | -1.0% |
| 30D | -6.4% | -19.9% | +13.4% | +2.9% |
| 3M | +5.5% | +2.7% | +2.8% | +3.6% |
| 6M | -5.4% | -21.7% | +16.2% | +3.6% |
| YTD | +6.6% | -17.5% | +24.1% | +13.7% |
| 1Y | -8.8% | -39.3% | +30.5% | +10.3% |
| 3Y | +54.1% | -49.8% | +103.9% | +95.5% |
| 5Y | +144.5% | -60.1% | +204.6% | +221.3% |
| All | +503.1% | +66.0% | +437.1% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling