+12.4%
PHM vs FGI
+46.9%
-34.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | +6.2% | -7.0% | +13.2% | +6.3% |
| 30D | +17.9% | -4.2% | +22.2% | +18.0% |
| 3M | +2.5% | +55.6% | -53.1% | +1.2% |
| 6M | +10.8% | -3.2% | +14.0% | +9.9% |
| YTD | +13.7% | +29.1% | -15.4% | +11.9% |
| 1Y | +12.4% | +51.0% | -38.6% | +10.0% |
| All | +12.4% | +46.9% | -34.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling