+126.5%
PH vs FN
+80.0%
+46.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.3% | +0.5% |
| 7D | -3.9% | -16.0% | +12.1% | -1.3% |
| 30D | -9.4% | -40.1% | +30.7% | -1.7% |
| 3M | -10.3% | -43.9% | +33.6% | -2.4% |
| 6M | +2.7% | -55.6% | +58.3% | +14.7% |
| YTD | +2.1% | -35.7% | +37.8% | +3.7% |
| 1Y | +16.2% | -39.8% | +56.1% | +18.9% |
| All | +126.5% | +80.0% | +46.5% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling