+557.2%
PHM vs FWONK
+340.2%
+217.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -8.4% | -7.7% | -0.7% | -5.5% |
| 3M | -4.4% | +5.7% | -10.1% | -6.7% |
| 6M | -3.7% | +13.5% | -17.2% | -8.9% |
| YTD | +1.3% | -3.0% | +4.2% | +1.6% |
| 1Y | -14.0% | -6.4% | -7.6% | -12.7% |
| 3Y | +48.1% | +43.8% | +4.3% | +22.4% |
| 5Y | +158.8% | +98.6% | +60.2% | +81.6% |
| All | +557.2% | +340.2% | +217.0% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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