-80.9%
FIG vs PHM
+7.2%
-88.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.4% |
| 7D | -14.5% | -3.9% | -10.6% | -15.1% |
| 30D | -13.3% | -8.6% | -4.8% | -14.9% |
| 3M | +7.4% | -2.9% | +10.3% | +7.6% |
| 6M | -27.8% | -5.7% | -22.1% | -28.0% |
| YTD | -41.1% | +1.9% | -43.0% | -40.2% |
| 1Y | -58.7% | -12.3% | -46.4% | -62.6% |
| All | -80.9% | +7.2% | -88.1% | -80.2% |
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