+159.8%
PHM vs FRSH
-72.4%
+232.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -3.9% | -9.6% | +5.7% | -2.2% |
| 30D | -8.6% | -0.4% | -8.1% | -8.6% |
| 3M | -2.9% | +27.2% | -30.1% | -7.3% |
| 6M | -5.7% | +42.2% | -47.9% | -12.3% |
| YTD | +1.9% | -2.6% | +4.5% | +0.7% |
| 1Y | -12.3% | -10.2% | -2.2% | -12.1% |
| 3Y | +50.8% | -45.5% | +96.3% | +61.4% |
| All | +159.8% | -72.4% | +232.2% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling