+806.9%
PH vs FICO
+605.7%
+201.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +5.3% |
| 7D | -3.1% | -19.2% | +16.1% | +3.3% |
| 30D | -3.2% | -14.6% | +11.3% | +0.7% |
| 3M | +10.6% | -20.1% | +30.7% | +15.5% |
| 6M | -2.1% | -36.3% | +34.2% | +8.6% |
| YTD | +10.2% | -44.9% | +55.0% | +28.4% |
| 1Y | +28.2% | -38.6% | +66.8% | +40.3% |
| 3Y | +134.9% | +4.0% | +130.9% | +91.6% |
| 5Y | +253.6% | +99.5% | +154.1% | +101.0% |
| All | +806.9% | +605.7% | +201.1% | +153.0% |
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