+156.9%
PHM vs FTV
-2.3%
+159.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -5.0% | -4.0% | -1.0% | -2.3% |
| 30D | -8.4% | -11.0% | +2.6% | -0.8% |
| 3M | -4.4% | -8.4% | +4.0% | +1.1% |
| 6M | -3.7% | -2.6% | -1.2% | -2.7% |
| YTD | +1.3% | -0.6% | +1.9% | -0.2% |
| 1Y | -14.0% | +11.0% | -25.0% | -22.0% |
| 3Y | +48.1% | -6.3% | +54.5% | +49.6% |
| All | +156.9% | -2.3% | +159.2% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling