+602.8%
FICO vs PHM
+540.0%
+62.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.6% |
| 7D | -15.4% | -2.5% | -13.0% | -14.6% |
| 30D | -10.4% | -9.7% | -0.7% | -6.5% |
| 3M | -22.7% | +2.2% | -24.9% | -23.7% |
| 6M | -36.8% | -5.7% | -31.1% | -35.7% |
| YTD | -44.8% | +2.8% | -47.6% | -46.3% |
| 1Y | -39.3% | -14.4% | -24.9% | -36.3% |
| 3Y | +3.7% | +52.2% | -48.5% | -20.7% |
| 5Y | +101.7% | +154.3% | -52.5% | +15.3% |
| 10Y | +602.8% | +545.9% | +56.9% | +155.8% |
| All | +602.8% | +540.0% | +62.7% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling