+196.7%
PH vs FDS
-22.8%
+219.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.5% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | -3.7% | +20.2% | -23.9% | -7.2% |
| 3M | -14.0% | +19.9% | -33.9% | -17.5% |
| 6M | +2.1% | +56.2% | -54.0% | -9.8% |
| YTD | +5.1% | +14.6% | -9.5% | +2.8% |
| 1Y | +10.9% | +31.6% | -20.7% | +1.5% |
| 3Y | +132.9% | -23.8% | +156.8% | +173.1% |
| All | +196.7% | -22.8% | +219.5% | +234.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling