+191.7%
PH vs FICO
+84.1%
+107.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -9.4% | +1.7% | -11.1% | -10.2% |
| 3M | -10.3% | -35.2% | +24.9% | -5.4% |
| 6M | +2.7% | -33.7% | +36.3% | +5.9% |
| YTD | +2.1% | -58.2% | +60.3% | +16.5% |
| 1Y | +16.2% | -56.6% | +72.8% | +31.1% |
| 3Y | +129.3% | -24.0% | +153.2% | +111.9% |
| 5Y | +191.7% | +86.1% | +105.7% | +109.9% |
| All | +191.7% | +84.1% | +107.7% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling