+599.8%
PHM vs FTV
+89.3%
+510.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | -9.7% | -8.3% | -1.3% | -4.2% |
| 3M | +2.2% | -7.4% | +9.6% | +7.3% |
| 6M | -5.7% | -1.2% | -4.5% | -5.5% |
| YTD | +2.8% | +2.7% | +0.1% | -0.7% |
| 1Y | -14.4% | +18.4% | -32.9% | -25.2% |
| 3Y | +52.2% | -2.0% | +54.3% | +49.3% |
| 5Y | +154.3% | +3.4% | +150.8% | +137.4% |
| 10Y | +545.9% | +78.5% | +467.4% | +289.7% |
| All | +599.8% | +89.3% | +510.5% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling