+827.7%
PH vs FWONK
+281.7%
+546.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -10.3% | -5.8% | -4.5% | -8.3% |
| 3M | +5.1% | +10.0% | -5.0% | +1.0% |
| 6M | +2.3% | +14.7% | -12.4% | -3.6% |
| YTD | +8.7% | -1.7% | +10.4% | +8.3% |
| 1Y | +26.8% | -4.6% | +31.4% | +27.4% |
| 3Y | +139.2% | +46.7% | +92.5% | +100.1% |
| 5Y | +251.1% | +99.4% | +151.7% | +155.3% |
| 10Y | +812.6% | +345.6% | +467.0% | +385.4% |
| All | +827.7% | +281.7% | +546.0% | +363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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