+696.1%
PH vs FDS
+127.0%
+569.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +7.4% | -2.6% | +9.9% | +8.3% |
| 30D | +0.5% | +14.1% | -13.6% | -4.9% |
| 3M | -10.2% | +19.8% | -30.0% | -17.4% |
| 6M | +8.9% | +55.0% | -46.0% | -12.7% |
| YTD | +9.7% | +15.9% | -6.2% | -1.3% |
| 1Y | +12.8% | +24.2% | -11.4% | -2.7% |
| 3Y | +134.6% | -24.0% | +158.6% | +159.7% |
| 5Y | +204.5% | -23.3% | +227.9% | +229.6% |
| All | +696.1% | +127.0% | +569.1% | +384.9% |
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