+8,223.2%
PH vs FDS
+9,502.8%
-1,279.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.9% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | -3.2% | +9.0% | -12.3% | -6.3% |
| 3M | +10.6% | +18.9% | -8.3% | +2.7% |
| 6M | -2.1% | +35.1% | -37.3% | -14.4% |
| YTD | +10.2% | +5.5% | +4.7% | +3.7% |
| 1Y | +28.2% | -16.8% | +45.0% | +29.8% |
| 3Y | +134.9% | -28.1% | +162.9% | +149.1% |
| 5Y | +253.6% | -17.4% | +271.1% | +254.9% |
| 10Y | +804.7% | +85.4% | +719.3% | +591.2% |
| All | +8,223.2% | +9,502.8% | -1,279.7% | +2,702.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling