+695.9%
PH vs FN
+700.1%
-4.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +1.7% |
| 7D | +4.3% | +0.3% | +4.1% | +4.0% |
| 30D | +0.1% | -16.5% | +16.7% | +3.4% |
| 3M | -9.4% | -42.1% | +32.7% | +1.0% |
| 6M | +8.8% | -52.9% | +61.6% | +24.9% |
| YTD | +9.6% | -28.0% | +37.6% | +8.9% |
| 1Y | +14.4% | -18.5% | +33.0% | +9.2% |
| 3Y | +134.5% | +93.9% | +40.7% | +58.9% |
| 5Y | +204.4% | +170.5% | +33.9% | +76.9% |
| All | +695.9% | +700.1% | -4.3% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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