+23.1%
PH vs FTI
+89.8%
-66.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | -3.1% | -5.6% | +2.5% | -2.3% |
| 30D | -11.8% | +0.4% | -12.2% | -11.9% |
| 3M | +6.9% | +8.1% | -1.2% | +5.3% |
| 6M | -1.3% | +16.7% | -18.0% | -5.1% |
| YTD | +7.0% | +70.0% | -63.0% | -4.2% |
| 1Y | +23.1% | +85.4% | -62.3% | +4.9% |
| All | +23.1% | +89.8% | -66.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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