+747.9%
PH vs FE
+107.4%
+640.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -3.7% | +5.2% | -8.9% | -5.6% |
| 3M | -14.0% | 0.0% | -14.0% | -14.2% |
| 6M | +2.1% | +5.0% | -2.9% | -0.2% |
| YTD | +5.1% | +7.9% | -2.8% | +1.5% |
| 1Y | +10.9% | +6.3% | +4.6% | +7.7% |
| 3Y | +132.9% | +46.0% | +86.9% | +94.8% |
| 5Y | +200.1% | +45.6% | +154.4% | +148.0% |
| All | +747.9% | +107.4% | +640.6% | +580.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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