+737.3%
PH vs FDS
+135.1%
+602.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +3.0% | -5.0% | +8.0% | +4.8% |
| 30D | -0.6% | +13.8% | -14.4% | -5.9% |
| 3M | -10.7% | +14.8% | -25.6% | -16.5% |
| 6M | +9.1% | +47.4% | -38.3% | -10.7% |
| YTD | +9.5% | +14.2% | -4.6% | -0.9% |
| 1Y | +14.0% | +26.6% | -12.6% | -3.0% |
| 3Y | +138.9% | -24.4% | +163.3% | +164.4% |
| 5Y | +209.1% | -22.6% | +231.8% | +231.5% |
| 10Y | +737.3% | +130.0% | +607.3% | +402.4% |
| All | +737.3% | +135.1% | +602.2% | +402.4% |
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