+112.2%
PH vs FBTC
+62.5%
+49.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +0.4% | +1.5% | -1.2% | +0.1% |
| 30D | -10.8% | +20.7% | -31.5% | -13.6% |
| 3M | +8.5% | +23.7% | -15.2% | +4.5% |
| 6M | +3.9% | +15.0% | -11.1% | +1.0% |
| YTD | +9.4% | -10.5% | +19.9% | +10.5% |
| 1Y | +26.8% | -30.3% | +57.0% | +34.0% |
| All | +112.2% | +62.5% | +49.8% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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