+695.9%
PH vs FE
+126.1%
+569.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +4.3% | +1.2% | +3.1% | +3.9% |
| 30D | +0.1% | +4.5% | -4.4% | -1.7% |
| 3M | -9.4% | +1.3% | -10.7% | -10.0% |
| 6M | +8.8% | +8.7% | +0.1% | +4.9% |
| YTD | +9.6% | +9.2% | +0.4% | +5.4% |
| 1Y | +14.4% | +7.0% | +7.5% | +10.8% |
| 3Y | +134.5% | +51.4% | +83.1% | +92.4% |
| 5Y | +204.4% | +47.7% | +156.7% | +149.2% |
| All | +695.9% | +126.1% | +569.7% | +539.6% |
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