-83.9%
FIG vs PHM
+17.9%
-101.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -4.1% |
| 7D | -11.4% | +2.9% | -14.3% | -11.2% |
| 30D | -17.2% | +16.5% | -33.7% | -15.8% |
| 3M | -26.6% | +0.6% | -27.3% | -27.5% |
| 6M | -9.8% | +11.6% | -21.4% | -7.5% |
| YTD | -50.1% | +12.1% | -62.2% | -49.1% |
| 1Y | -58.1% | +9.6% | -67.7% | -57.7% |
| All | -83.9% | +17.9% | -101.8% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling