+516.9%
PHM vs FND
+57.9%
+459.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | -4.1% | -6.8% | +2.7% | -1.1% |
| 30D | +16.1% | +8.0% | +8.2% | +12.2% |
| 3M | -2.5% | -18.9% | +16.4% | +6.5% |
| 6M | +12.9% | +4.7% | +8.2% | +9.6% |
| YTD | +9.0% | -21.6% | +30.6% | +18.6% |
| 1Y | +8.2% | -22.0% | +30.2% | +17.9% |
| 3Y | +58.4% | -40.4% | +98.9% | +87.3% |
| 5Y | +159.2% | -63.8% | +223.0% | +255.6% |
| All | +516.9% | +57.9% | +459.0% | +428.1% |
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