+253.6%
PH vs FN
+289.0%
-35.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.8% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -3.2% | -22.0% | +18.7% | +1.0% |
| 3M | +10.6% | -43.0% | +53.6% | +21.6% |
| 6M | -2.1% | -27.7% | +25.6% | +0.4% |
| YTD | +10.2% | -10.5% | +20.7% | +6.3% |
| 1Y | +28.2% | +12.5% | +15.7% | +15.4% |
| 3Y | +134.9% | +153.8% | -18.9% | +58.8% |
| All | +253.6% | +289.0% | -35.4% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling