+209.7%
PH vs FFIV
+35.3%
+174.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +1.0% |
| 7D | +4.3% | -0.5% | +4.9% | +4.6% |
| 30D | +0.1% | -32.4% | +32.5% | +14.3% |
| 3M | -9.4% | -25.7% | +16.3% | -1.0% |
| 6M | +8.8% | -13.5% | +22.3% | +10.2% |
| YTD | +9.6% | +21.1% | -11.5% | -6.9% |
| 1Y | +14.4% | +29.4% | -15.0% | -6.2% |
| 3Y | +134.5% | +94.9% | +39.6% | +53.1% |
| All | +209.7% | +35.3% | +174.4% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling