+710.0%
PH vs FE
+120.9%
+589.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +6.9% | -0.4% | +7.3% | +7.1% |
| 30D | +1.7% | +3.6% | -1.9% | +0.2% |
| 3M | -8.1% | +0.3% | -8.5% | -8.4% |
| 6M | +11.5% | +6.4% | +5.1% | +8.4% |
| YTD | +11.4% | +8.1% | +3.2% | +7.5% |
| 1Y | +14.1% | +4.6% | +9.5% | +11.5% |
| 3Y | +138.2% | +49.1% | +89.1% | +96.7% |
| 5Y | +216.0% | +46.1% | +169.9% | +159.7% |
| 10Y | +710.0% | +122.7% | +587.2% | +554.8% |
| All | +710.0% | +120.9% | +589.1% | +554.8% |
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