+737.3%
PH vs FFIV
+132.4%
+604.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.2% |
| 7D | +3.0% | -2.1% | +5.1% | +4.0% |
| 30D | -0.6% | -33.8% | +33.2% | +18.4% |
| 3M | -10.7% | -20.6% | +9.9% | -3.4% |
| 6M | +9.1% | -10.2% | +19.3% | +9.7% |
| YTD | +9.5% | +24.5% | -15.0% | -9.2% |
| 1Y | +14.0% | +29.3% | -15.3% | -7.6% |
| 3Y | +138.9% | +103.8% | +35.1% | +46.7% |
| 5Y | +209.1% | +40.9% | +168.3% | +126.3% |
| 10Y | +737.3% | +126.6% | +610.7% | +325.1% |
| All | +737.3% | +132.4% | +604.9% | +325.1% |
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