+4,750.3%
PH vs FTI
+2,165.1%
+2,585.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.1% | +5.3% | -8.3% | -4.9% |
| 30D | -3.2% | +15.3% | -18.6% | -8.4% |
| 3M | +10.6% | +15.8% | -5.2% | +3.9% |
| 6M | -2.1% | +22.6% | -24.7% | -10.4% |
| YTD | +10.2% | +79.5% | -69.4% | -12.7% |
| 1Y | +28.2% | +102.0% | -73.8% | -3.2% |
| 3Y | +134.9% | +315.8% | -180.9% | +31.3% |
| 5Y | +253.6% | +1,129.5% | -875.9% | +21.0% |
| 10Y | +804.7% | +320.9% | +483.8% | +288.6% |
| All | +4,750.3% | +2,165.1% | +2,585.2% | +820.5% |
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 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