+737.3%
PH vs FICO
+544.0%
+193.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | -0.6% | +8.4% | -9.0% | -4.0% |
| 3M | -10.7% | -30.5% | +19.8% | -3.9% |
| 6M | +9.1% | -35.7% | +44.8% | +17.4% |
| YTD | +9.5% | -57.2% | +66.7% | +33.9% |
| 1Y | +14.0% | -58.4% | +72.4% | +40.8% |
| 3Y | +138.9% | -24.8% | +163.7% | +112.2% |
| 5Y | +209.1% | +79.3% | +129.9% | +70.7% |
| 10Y | +737.3% | +531.6% | +205.7% | +137.7% |
| All | +737.3% | +544.0% | +193.3% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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