+138.9%
PH vs FND
-33.5%
+172.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.2% | +3.3% |
| 7D | +3.0% | +8.5% | -5.5% | +0.8% |
| 30D | -0.6% | +17.2% | -17.8% | -4.9% |
| 3M | -10.7% | -14.9% | +4.2% | -7.4% |
| 6M | +9.1% | +3.1% | +6.0% | +6.2% |
| YTD | +9.5% | -12.4% | +21.9% | +10.5% |
| 1Y | +14.0% | -10.0% | +24.0% | +13.9% |
| 3Y | +138.9% | -31.3% | +170.2% | +152.5% |
| All | +138.9% | -33.5% | +172.4% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling