+221.8%
FXI vs PHM
+493.6%
-271.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | -3.2% | +4.2% | +2.0% |
| 30D | -0.6% | -6.4% | +5.9% | +1.2% |
| 3M | +1.9% | +5.5% | -3.6% | -0.3% |
| 6M | -0.2% | -5.4% | +5.3% | +0.4% |
| YTD | -5.6% | +6.6% | -12.2% | -8.5% |
| 1Y | -4.7% | -8.8% | +4.2% | -3.8% |
| 3Y | +38.0% | +54.1% | -16.1% | +16.5% |
| 5Y | -2.7% | +144.5% | -147.1% | -30.3% |
| 10Y | +19.9% | +569.4% | -549.5% | -42.4% |
| All | +221.8% | +493.6% | -271.8% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling