+713.9%
PH vs FDS
+127.5%
+586.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.1% | -2.0% | +4.1% | +2.7% |
| 30D | +0.3% | +13.5% | -13.2% | -4.9% |
| 3M | -8.8% | +15.2% | -24.0% | -14.8% |
| 6M | +10.0% | +47.0% | -37.0% | -9.8% |
| YTD | +10.5% | +13.9% | -3.4% | +0.1% |
| 1Y | +15.5% | +25.2% | -9.7% | -1.1% |
| 3Y | +136.4% | -25.3% | +161.7% | +163.3% |
| 5Y | +213.6% | -23.3% | +236.9% | +237.8% |
| 10Y | +713.9% | +126.0% | +587.9% | +399.4% |
| All | +713.9% | +127.5% | +586.4% | +399.4% |
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