+583.3%
PH vs FND
+66.0%
+517.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -3.1% | -5.2% | +2.2% | -1.5% |
| 30D | -3.2% | -19.9% | +16.6% | +3.3% |
| 3M | +10.6% | +2.7% | +7.9% | +8.2% |
| 6M | -2.1% | -21.7% | +19.5% | +3.6% |
| YTD | +10.2% | -17.5% | +27.7% | +13.9% |
| 1Y | +28.2% | -39.3% | +67.5% | +45.3% |
| 3Y | +134.9% | -49.8% | +184.7% | +171.2% |
| 5Y | +253.6% | -60.1% | +313.7% | +316.2% |
| All | +583.3% | +66.0% | +517.3% | +408.9% |
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