+2,105.4%
FIX vs PH
+254.3%
+1,851.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +6.0% | -3.1% | +9.1% | +8.7% |
| 30D | -7.2% | -3.2% | -4.0% | -5.2% |
| 3M | -15.9% | +10.6% | -26.4% | -22.7% |
| 6M | +12.7% | -2.1% | +14.9% | +14.7% |
| YTD | +72.8% | +10.2% | +62.6% | +59.6% |
| 1Y | +122.9% | +28.2% | +94.7% | +81.1% |
| 3Y | +774.3% | +134.9% | +639.4% | +356.3% |
| All | +2,105.4% | +254.3% | +1,851.1% | +720.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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