+563.3%
PH vs FND
+54.9%
+508.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -3.1% | -5.1% | +2.0% | -1.6% |
| 30D | -11.8% | -22.5% | +10.7% | -4.6% |
| 3M | +6.9% | -5.0% | +11.9% | +7.3% |
| 6M | -1.3% | -21.5% | +20.3% | +4.3% |
| YTD | +7.0% | -23.0% | +30.0% | +12.9% |
| 1Y | +23.1% | -44.9% | +68.0% | +43.9% |
| 3Y | +135.4% | -50.0% | +185.4% | +171.7% |
| 5Y | +250.3% | -63.3% | +313.7% | +323.6% |
| All | +563.3% | +54.9% | +508.3% | +404.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling