+231.3%
PH vs FGI
-68.3%
+299.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.7% |
| 7D | +6.9% | +6.9% | 0.0% | +6.8% |
| 30D | +1.7% | +3.9% | -2.3% | +1.6% |
| 3M | -8.1% | +74.3% | -82.4% | -9.7% |
| 6M | +11.5% | +28.9% | -17.4% | +10.0% |
| YTD | +11.4% | +39.1% | -27.8% | +8.6% |
| 1Y | +14.1% | +49.3% | -35.2% | +10.9% |
| 3Y | +138.2% | +5.7% | +132.5% | +130.4% |
| All | +231.3% | -68.3% | +299.6% | +226.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling