+253.8%
PH vs FTI
+1,110.9%
-857.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -10.8% | +12.3% | -23.1% | -13.8% |
| 3M | +8.5% | +13.8% | -5.3% | +4.0% |
| 6M | +3.9% | +24.3% | -20.4% | -3.3% |
| YTD | +9.4% | +75.8% | -66.4% | -8.1% |
| 1Y | +26.8% | +99.6% | -72.8% | +2.2% |
| 3Y | +140.8% | +278.4% | -137.6% | +60.1% |
| 5Y | +253.8% | +1,168.7% | -914.9% | +65.5% |
| All | +253.8% | +1,110.9% | -857.1% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling