+747.9%
PH vs FFIV
+126.1%
+621.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +3.0% |
| 7D | +2.0% | -8.1% | +10.1% | +6.0% |
| 30D | -3.7% | -33.4% | +29.7% | +14.3% |
| 3M | -14.0% | -24.7% | +10.7% | -4.6% |
| 6M | +2.1% | -8.8% | +11.0% | +1.7% |
| YTD | +5.1% | +21.8% | -16.7% | -12.0% |
| 1Y | +10.9% | +25.3% | -14.4% | -8.8% |
| 3Y | +132.9% | +101.2% | +31.8% | +43.6% |
| 5Y | +200.1% | +40.2% | +159.9% | +119.5% |
| All | +747.9% | +126.1% | +621.9% | +323.9% |
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