+586.8%
PHM vs FWONK
+276.9%
+309.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -4.4% | +5.7% | -10.1% | -6.6% |
| 6M | -3.7% | +13.5% | -17.2% | -8.6% |
| YTD | +1.3% | -3.0% | +4.2% | +1.6% |
| 1Y | -14.0% | -6.4% | -7.6% | -12.8% |
| 3Y | +48.1% | +43.8% | +4.3% | +24.2% |
| 5Y | +158.8% | +98.6% | +60.2% | +87.4% |
| 10Y | +562.8% | +340.0% | +222.8% | +249.1% |
| All | +586.8% | +276.9% | +309.9% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling