+545.7%
FICO vs PHM
+709.0%
-163.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +2.6% |
| 7D | +0.9% | +2.9% | -2.1% | -0.7% |
| 30D | +9.4% | +16.5% | -7.0% | +2.0% |
| 3M | -30.4% | +0.6% | -31.0% | -30.9% |
| 6M | -35.1% | +11.6% | -46.7% | -38.6% |
| YTD | -56.8% | +12.1% | -68.9% | -59.7% |
| 1Y | -58.4% | +9.6% | -68.0% | -60.9% |
| 3Y | -26.7% | +62.3% | -89.0% | -45.6% |
| 5Y | +88.0% | +170.4% | -82.4% | +4.4% |
| 10Y | +545.7% | +683.0% | -137.3% | +116.9% |
| All | +545.7% | +709.0% | -163.2% | +116.9% |
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