+23,761.0%
PH vs FITB
+2,855.6%
+20,905.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -3.2% | -4.7% | +1.5% | -1.9% |
| 3M | +10.6% | +6.7% | +3.9% | +8.4% |
| 6M | -2.1% | +12.6% | -14.7% | -5.5% |
| YTD | +10.2% | +19.1% | -8.9% | +4.4% |
| 1Y | +28.2% | +22.6% | +5.6% | +20.3% |
| 3Y | +134.9% | +127.1% | +7.8% | +84.9% |
| 5Y | +253.6% | +71.8% | +181.8% | +198.5% |
| 10Y | +804.7% | +287.2% | +517.5% | +513.5% |
| All | +23,761.0% | +2,855.6% | +20,905.4% | +9,579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling