+713.9%
PH vs FITB
+231.2%
+482.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +2.1% | +0.5% | +1.7% | +1.8% |
| 30D | +0.3% | +7.0% | -6.7% | -3.8% |
| 3M | -8.8% | -4.4% | -4.4% | -6.7% |
| 6M | +10.0% | +11.6% | -1.5% | +2.5% |
| YTD | +10.5% | +18.6% | -8.1% | -1.4% |
| 1Y | +15.5% | +29.8% | -14.3% | -2.3% |
| 3Y | +136.4% | +140.7% | -4.3% | +37.9% |
| 5Y | +213.6% | +48.6% | +165.0% | +133.2% |
| 10Y | +713.9% | +224.4% | +489.5% | +245.6% |
| All | +713.9% | +231.2% | +482.7% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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