-24.1%
FICO vs PHM
+64.3%
-88.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | -0.9% | +6.2% | -7.2% | -2.7% |
| 30D | +3.3% | +17.9% | -14.6% | -1.4% |
| 3M | -31.7% | +2.5% | -34.2% | -32.5% |
| 6M | -34.0% | +10.8% | -44.8% | -35.9% |
| YTD | -58.3% | +13.7% | -72.0% | -60.0% |
| 1Y | -57.9% | +12.4% | -70.3% | -59.6% |
| 3Y | -24.1% | +65.6% | -89.7% | -34.4% |
| All | -24.1% | +64.3% | -88.4% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling