+4,720.1%
PH vs FTI
+1,715.2%
+3,004.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +3.0% | -4.3% | +7.4% | +4.8% |
| 30D | -0.6% | -8.0% | +7.4% | +2.2% |
| 3M | -10.7% | -8.0% | -2.7% | -8.5% |
| 6M | +9.1% | -8.7% | +17.7% | +11.3% |
| YTD | +9.5% | +43.9% | -34.4% | -6.2% |
| 1Y | +14.0% | +49.8% | -35.8% | -3.9% |
| 3Y | +138.9% | +211.7% | -72.8% | +48.6% |
| 5Y | +209.1% | +781.6% | -572.4% | +20.4% |
| 10Y | +737.3% | +180.2% | +557.1% | +319.7% |
| All | +4,720.1% | +1,715.2% | +3,004.9% | +888.8% |
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