+696.1%
PH vs FITB
+208.7%
+487.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +7.4% | +0.8% | +6.5% | +6.9% |
| 30D | +0.5% | +7.3% | -6.9% | -3.7% |
| 3M | -10.2% | -6.3% | -3.9% | -7.1% |
| 6M | +8.9% | +12.6% | -3.6% | +0.9% |
| YTD | +9.7% | +18.0% | -8.3% | -1.8% |
| 1Y | +12.8% | +28.9% | -16.1% | -4.2% |
| 3Y | +134.6% | +139.4% | -4.8% | +37.2% |
| 5Y | +204.5% | +47.2% | +157.3% | +127.7% |
| All | +696.1% | +208.7% | +487.4% | +245.4% |
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