-79.1%
FIG vs PHM
+12.1%
-91.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.3% |
| 7D | -16.3% | -3.2% | -13.1% | -16.9% |
| 30D | -14.3% | -6.4% | -7.9% | -15.5% |
| 3M | +7.2% | +5.5% | +1.7% | +9.8% |
| 6M | -18.6% | -5.4% | -13.2% | -19.3% |
| YTD | -35.5% | +6.6% | -42.0% | -33.9% |
| 1Y | -55.8% | -8.8% | -46.9% | -59.8% |
| All | -79.1% | +12.1% | -91.3% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling