+590.7%
PH vs FND
+68.8%
+521.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +6.9% | -4.4% | +11.3% | +8.3% |
| 30D | +1.7% | +14.5% | -12.8% | -3.2% |
| 3M | -8.1% | -15.6% | +7.5% | -4.2% |
| 6M | +11.5% | +4.7% | +6.8% | +7.1% |
| YTD | +11.4% | -16.1% | +27.5% | +13.5% |
| 1Y | +14.1% | -16.0% | +30.1% | +15.9% |
| 3Y | +138.2% | -35.5% | +173.7% | +151.7% |
| 5Y | +216.0% | -60.5% | +276.5% | +271.3% |
| All | +590.7% | +68.8% | +521.9% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling