+2,062.8%
PH vs FN
+3,620.5%
-1,557.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.9% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -3.2% | -22.0% | +18.7% | +1.4% |
| 3M | +10.6% | -43.0% | +53.6% | +22.3% |
| 6M | -2.1% | -27.7% | +25.6% | +0.9% |
| YTD | +10.2% | -10.5% | +20.7% | +6.9% |
| 1Y | +28.2% | +12.5% | +15.7% | +16.6% |
| 3Y | +134.9% | +153.8% | -18.9% | +66.4% |
| 5Y | +253.6% | +288.0% | -34.4% | +119.6% |
| 10Y | +804.7% | +906.4% | -101.7% | +344.7% |
| All | +2,062.8% | +3,620.5% | -1,557.8% | +740.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling