+747.9%
PH vs FN
+753.0%
-5.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.7% | -8.8% | +0.1% |
| 7D | +2.0% | 0.0% | +2.0% | +1.3% |
| 30D | -3.7% | -34.3% | +30.6% | +5.4% |
| 3M | -14.0% | -39.9% | +25.8% | -5.0% |
| 6M | +2.1% | -51.8% | +53.9% | +16.5% |
| YTD | +5.1% | -28.1% | +33.2% | +4.8% |
| 1Y | +10.9% | -29.1% | +40.0% | +10.1% |
| 3Y | +132.9% | +102.4% | +30.5% | +56.2% |
| 5Y | +200.1% | +171.7% | +28.4% | +75.0% |
| All | +747.9% | +753.0% | -5.1% | +264.6% |
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