+26.8%
PH vs FND
-45.4%
+72.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -10.3% | -19.6% | +9.3% | -7.1% |
| 3M | +5.1% | -4.3% | +9.4% | +4.8% |
| 6M | +2.3% | -20.4% | +22.7% | +5.0% |
| YTD | +8.7% | -21.9% | +30.5% | +11.4% |
| 1Y | +26.8% | -45.2% | +72.0% | +37.7% |
| All | +26.8% | -45.4% | +72.1% | +37.7% |
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