-56.4%
FICO vs PHM
+16.2%
-72.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.2% | -10.4% | -5.4% |
| 7D | +0.4% | +13.6% | -13.2% | -3.8% |
| 30D | +1.7% | +19.3% | -17.6% | -4.4% |
| 3M | -33.0% | +3.5% | -36.5% | -34.3% |
| 6M | -33.9% | +18.6% | -52.5% | -37.1% |
| YTD | -58.5% | +16.7% | -75.2% | -61.2% |
| 1Y | -56.4% | +14.6% | -71.0% | -59.1% |
| All | -56.4% | +16.2% | -72.5% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling