+19.3%
PH vs FND
-10.3%
+29.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.9% | -14.6% | -5.0% |
| 7D | -0.2% | +12.3% | -12.5% | -1.7% |
| 30D | -6.7% | +14.7% | -21.4% | -8.5% |
| 3M | -8.1% | -12.0% | +3.9% | -6.2% |
| 6M | +5.3% | +10.8% | -5.4% | +2.4% |
| YTD | +4.2% | -12.3% | +16.5% | +5.4% |
| 1Y | +19.3% | -13.4% | +32.7% | +21.0% |
| All | +19.3% | -10.3% | +29.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling