+132.9%
PH vs FITB
+123.2%
+9.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.3% |
| 7D | +2.0% | -1.5% | +3.5% | +2.8% |
| 30D | -3.7% | +5.8% | -9.5% | -6.8% |
| 3M | -14.0% | -6.1% | -7.9% | -11.2% |
| 6M | +2.1% | +5.9% | -3.8% | -2.0% |
| YTD | +5.1% | +16.1% | -11.0% | -5.4% |
| 1Y | +10.9% | +28.8% | -17.9% | -6.3% |
| 3Y | +132.9% | +126.0% | +6.9% | +66.5% |
| All | +132.9% | +123.2% | +9.7% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling