+710.0%
PH vs FN
+850.1%
-140.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -0.6% |
| 7D | +6.9% | +8.0% | -1.1% | +4.4% |
| 30D | +1.7% | -19.1% | +20.8% | +5.7% |
| 3M | -8.1% | -29.8% | +21.7% | -2.3% |
| 6M | +11.5% | -43.2% | +54.7% | +22.1% |
| YTD | +11.4% | -18.9% | +30.3% | +7.7% |
| 1Y | +14.1% | -17.9% | +32.0% | +9.1% |
| 3Y | +138.2% | +120.1% | +18.1% | +56.6% |
| 5Y | +216.0% | +206.7% | +9.3% | +78.2% |
| 10Y | +710.0% | +804.7% | -94.7% | +229.8% |
| All | +710.0% | +850.1% | -140.1% | +229.8% |
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