+225.7%
PH vs FGI
-70.0%
+295.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | -0.6% | -3.2% | +2.6% | -0.6% |
| 3M | -10.7% | +64.1% | -74.9% | -12.1% |
| 6M | +9.1% | +17.2% | -8.1% | +7.8% |
| YTD | +9.5% | +31.6% | -22.1% | +6.8% |
| 1Y | +14.0% | +45.1% | -31.0% | +10.8% |
| 3Y | +138.9% | -2.0% | +140.8% | +131.4% |
| All | +225.7% | -70.0% | +295.7% | +221.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling