-83.4%
FRMI vs PHM
-12.0%
-71.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | +10.9% | -6.4% | +17.3% | +12.4% |
| 30D | -24.3% | -12.1% | -12.2% | -22.1% |
| 3M | -21.8% | -1.5% | -20.2% | -21.9% |
| 6M | -33.0% | -6.0% | -27.0% | -33.6% |
| YTD | -32.6% | -0.3% | -32.3% | -33.8% |
| All | -83.4% | -12.0% | -71.4% | -83.5% |
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