+253.6%
PH vs FE
+45.0%
+208.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.6% |
| 30D | -3.2% | -1.2% | -2.1% | -3.0% |
| 3M | +10.6% | +3.5% | +7.1% | +9.4% |
| 6M | -2.1% | -6.1% | +3.9% | -0.5% |
| YTD | +10.2% | +7.6% | +2.6% | +7.8% |
| 1Y | +28.2% | +11.9% | +16.3% | +23.8% |
| 3Y | +134.9% | +48.4% | +86.5% | +101.1% |
| All | +253.6% | +45.0% | +208.7% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling