+209.1%
PH vs FTI
+771.0%
-561.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +3.0% | -4.3% | +7.4% | +4.3% |
| 30D | -0.6% | -8.0% | +7.4% | +1.5% |
| 3M | -10.7% | -8.0% | -2.7% | -9.0% |
| 6M | +9.1% | -8.7% | +17.7% | +10.8% |
| YTD | +9.5% | +43.9% | -34.4% | -3.1% |
| 1Y | +14.0% | +49.8% | -35.8% | -0.4% |
| 3Y | +138.9% | +211.7% | -72.8% | +66.9% |
| 5Y | +209.1% | +781.6% | -572.4% | +63.6% |
| All | +209.1% | +771.0% | -561.8% | +63.6% |
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