+4,802.3%
PH vs FTI
+1,755.2%
+3,047.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | +6.9% | +1.4% | +5.5% | +6.4% |
| 30D | +1.7% | -6.3% | +7.9% | +3.8% |
| 3M | -8.1% | -13.1% | +5.0% | -3.7% |
| 6M | +11.5% | -8.0% | +19.5% | +13.4% |
| YTD | +11.4% | +47.1% | -35.7% | -5.3% |
| 1Y | +14.1% | +50.7% | -36.6% | -4.0% |
| 3Y | +138.2% | +209.0% | -70.7% | +48.7% |
| 5Y | +216.0% | +847.0% | -631.0% | +19.8% |
| 10Y | +710.0% | +184.3% | +525.7% | +303.9% |
| All | +4,802.3% | +1,755.2% | +3,047.1% | +897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling