+158.3%
PHM vs FRSH
-72.5%
+230.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -5.0% | -6.6% | +1.6% | -3.8% |
| 30D | -8.4% | +2.1% | -10.5% | -8.9% |
| 3M | -4.4% | +29.0% | -33.4% | -8.9% |
| 6M | -3.7% | +48.6% | -52.4% | -11.2% |
| YTD | +1.3% | -2.9% | +4.2% | +0.2% |
| 1Y | -14.0% | -7.9% | -6.1% | -14.2% |
| 3Y | +48.1% | -46.5% | +94.6% | +59.1% |
| All | +158.3% | -72.5% | +230.8% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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