-55.8%
FIG vs PH
+30.5%
-86.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.5% |
| 7D | -16.3% | -3.1% | -13.2% | -17.9% |
| 30D | -14.3% | -3.2% | -11.1% | -15.5% |
| 3M | +7.2% | +10.6% | -3.4% | +9.9% |
| 6M | -18.6% | -2.1% | -16.5% | -14.3% |
| YTD | -35.5% | +10.2% | -45.6% | -38.3% |
| 1Y | -55.8% | +28.2% | -84.0% | -64.4% |
| All | -55.8% | +30.5% | -86.3% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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