+1,904.8%
PH vs FN
+2,575.5%
-670.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.3% | +1.1% |
| 7D | -3.9% | -16.0% | +12.1% | -0.7% |
| 30D | -9.4% | -40.1% | +30.7% | +0.3% |
| 3M | -10.3% | -43.9% | +33.6% | -0.3% |
| 6M | +2.7% | -55.6% | +58.3% | +17.7% |
| YTD | +2.1% | -35.7% | +37.8% | +5.1% |
| 1Y | +16.2% | -39.8% | +56.1% | +20.5% |
| 3Y | +129.3% | +80.3% | +49.0% | +73.0% |
| 5Y | +191.7% | +143.3% | +48.5% | +98.9% |
| 10Y | +759.2% | +682.3% | +77.0% | +343.0% |
| All | +1,904.8% | +2,575.5% | -670.7% | +726.5% |
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