+253.6%
PH vs FICO
+99.8%
+153.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +2.9% |
| 7D | -3.1% | -19.2% | +16.1% | +0.5% |
| 30D | -3.2% | -14.6% | +11.3% | -1.0% |
| 3M | +10.6% | -20.1% | +30.7% | +13.3% |
| 6M | -2.1% | -36.3% | +34.2% | +4.7% |
| YTD | +10.2% | -44.9% | +55.0% | +21.9% |
| 1Y | +28.2% | -38.6% | +66.8% | +36.1% |
| 3Y | +134.9% | +4.0% | +130.9% | +107.5% |
| All | +253.6% | +99.8% | +153.8% | +180.8% |
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