+792.3%
PH vs FDS
+77.6%
+714.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +1.0% |
| 7D | +0.4% | -5.4% | +5.8% | +2.5% |
| 30D | -10.8% | +1.6% | -12.4% | -11.7% |
| 3M | +8.5% | +17.7% | -9.3% | -0.5% |
| 6M | +3.9% | +29.1% | -25.1% | -10.7% |
| YTD | +9.4% | +1.0% | +8.4% | +4.8% |
| 1Y | +26.8% | -21.6% | +48.4% | +37.4% |
| 3Y | +140.8% | -30.1% | +170.9% | +174.6% |
| 5Y | +253.8% | -20.7% | +274.5% | +266.5% |
| 10Y | +792.3% | +78.3% | +714.1% | +469.6% |
| All | +792.3% | +77.6% | +714.8% | +469.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling