+546.9%
PHM vs FTV
+80.1%
+466.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.5% |
| 7D | -6.4% | -5.2% | -1.2% | -2.9% |
| 30D | -12.1% | -11.5% | -0.6% | -4.5% |
| 3M | -1.5% | -9.0% | +7.5% | +4.6% |
| 6M | -6.0% | -2.0% | -4.0% | -5.3% |
| YTD | -0.3% | -0.9% | +0.6% | -1.3% |
| 1Y | -13.3% | +14.8% | -28.1% | -22.8% |
| 3Y | +47.6% | -5.5% | +53.1% | +48.2% |
| 5Y | +154.7% | -1.9% | +156.6% | +146.4% |
| All | +546.9% | +80.1% | +466.8% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling