+5,033.3%
PH vs FE
+556.6%
+4,476.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.4% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | -3.7% | +4.1% | -7.8% | -5.4% |
| 3M | -14.0% | -1.0% | -13.0% | -13.8% |
| 6M | +2.1% | +4.0% | -1.9% | +0.1% |
| YTD | +5.1% | +6.8% | -1.8% | +1.8% |
| 1Y | +10.9% | +5.3% | +5.7% | +8.0% |
| 3Y | +132.9% | +44.6% | +88.4% | +95.3% |
| 5Y | +200.1% | +44.2% | +155.9% | +149.0% |
| 10Y | +783.8% | +107.3% | +676.5% | +510.1% |
| All | +5,033.3% | +556.6% | +4,476.7% | +2,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling