+579.9%
PH vs FND
+57.9%
+522.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +4.3% | -6.8% | +11.2% | +6.6% |
| 30D | +0.1% | +8.0% | -7.8% | -3.0% |
| 3M | -9.4% | -18.9% | +9.6% | -4.3% |
| 6M | +8.8% | +4.7% | +4.1% | +4.4% |
| YTD | +9.6% | -21.6% | +31.2% | +14.0% |
| 1Y | +14.4% | -22.0% | +36.5% | +19.0% |
| 3Y | +134.5% | -40.4% | +175.0% | +153.9% |
| 5Y | +204.4% | -63.8% | +268.2% | +267.4% |
| All | +579.9% | +57.9% | +522.0% | +409.2% |
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