+812.6%
PH vs FFIV
+239.4%
+573.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -2.6% |
| 7D | 0.0% | +3.5% | -3.5% | -1.7% |
| 30D | -10.3% | -1.3% | -9.0% | -10.0% |
| 3M | +5.1% | +2.4% | +2.7% | +2.9% |
| 6M | +2.3% | +41.8% | -39.5% | -16.3% |
| YTD | +8.7% | +58.5% | -49.8% | -17.1% |
| 1Y | +26.8% | +24.3% | +2.4% | +9.1% |
| 3Y | +139.2% | +152.0% | -12.8% | +37.9% |
| 5Y | +251.1% | +99.1% | +152.0% | +122.3% |
| 10Y | +812.6% | +242.8% | +569.8% | +314.2% |
| All | +812.6% | +239.4% | +573.1% | +314.2% |
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