+708.5%
PH vs FFIV
+126.3%
+582.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +6.9% | -2.9% | +9.8% | +8.4% |
| 30D | +1.7% | -32.4% | +34.1% | +19.9% |
| 3M | -8.1% | -22.7% | +14.6% | +0.8% |
| 6M | +11.5% | -10.7% | +22.2% | +12.5% |
| YTD | +11.4% | +25.4% | -14.0% | -8.0% |
| 1Y | +14.1% | +34.2% | -20.1% | -9.4% |
| 3Y | +138.2% | +101.2% | +37.0% | +47.4% |
| 5Y | +216.0% | +42.0% | +174.0% | +130.4% |
| All | +708.5% | +126.3% | +582.2% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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