+14.7%
FXI vs PHM
+568.1%
-553.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -3.9% | -5.0% | +1.1% | -2.8% |
| 30D | -2.1% | -8.4% | +6.3% | -0.3% |
| 3M | -0.5% | -4.4% | +4.0% | +0.1% |
| 6M | -4.5% | -3.7% | -0.8% | -4.5% |
| YTD | -9.2% | +1.3% | -10.5% | -10.5% |
| 1Y | -13.8% | -14.0% | +0.3% | -11.9% |
| 3Y | +36.6% | +48.1% | -11.5% | +20.6% |
| 5Y | -6.7% | +158.8% | -165.4% | -29.3% |
| All | +14.7% | +568.1% | -553.5% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling