+4,721.5%
PH vs FFIV
+7,518.9%
-2,797.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.1% | -1.0% | -2.1% | -2.9% |
| 30D | -3.2% | -5.1% | +1.8% | -2.5% |
| 3M | +10.6% | -4.5% | +15.0% | +11.1% |
| 6M | -2.1% | +36.5% | -38.6% | -7.2% |
| YTD | +10.2% | +53.0% | -42.8% | +2.4% |
| 1Y | +28.2% | +24.2% | +4.0% | +22.8% |
| 3Y | +134.9% | +137.2% | -2.3% | +104.1% |
| 5Y | +253.6% | +91.8% | +161.9% | +215.9% |
| 10Y | +804.7% | +215.2% | +589.6% | +654.9% |
| All | +4,721.5% | +7,518.9% | -2,797.4% | +2,885.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling