+26.8%
PH vs FGI
+93.1%
-66.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | +0.4% | +5.2% | -4.8% | +0.4% |
| 30D | -10.8% | +65.2% | -76.0% | -11.5% |
| 3M | +8.5% | +30.2% | -21.7% | +7.9% |
| 6M | +3.9% | +87.8% | -83.9% | +2.3% |
| YTD | +9.4% | +32.5% | -23.0% | +7.9% |
| 1Y | +26.8% | +93.6% | -66.8% | +25.7% |
| All | +26.8% | +93.1% | -66.3% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling