-6.6%
FXI vs PHM
+152.6%
-159.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -2.8% | -3.9% | +1.1% | -1.9% |
| 30D | -5.3% | -8.6% | +3.2% | -3.5% |
| 3M | +0.3% | -2.9% | +3.3% | +0.4% |
| 6M | -4.6% | -5.7% | +1.1% | -4.1% |
| YTD | -9.1% | +1.9% | -10.9% | -10.6% |
| 1Y | -12.0% | -12.3% | +0.4% | -10.4% |
| 3Y | +38.6% | +50.8% | -12.1% | +18.8% |
| 5Y | -6.6% | +157.3% | -163.9% | -35.3% |
| All | -6.6% | +152.6% | -159.1% | -35.3% |
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