+140.8%
PH vs FIVE
+59.0%
+81.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | +3.7% | -3.3% | -0.2% |
| 30D | -10.8% | +4.0% | -14.8% | -11.5% |
| 3M | +8.5% | +36.2% | -27.8% | +2.7% |
| 6M | +3.9% | +18.0% | -14.1% | +0.2% |
| YTD | +9.4% | +34.9% | -25.5% | +3.0% |
| 1Y | +26.8% | +67.9% | -41.1% | +14.5% |
| 3Y | +140.8% | +57.3% | +83.5% | +89.0% |
| All | +140.8% | +59.0% | +81.8% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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