+812.6%
PH vs SFM
+280.6%
+532.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.1% |
| 7D | 0.0% | -7.2% | +7.2% | +1.1% |
| 30D | -10.3% | -14.3% | +4.0% | -8.3% |
| 3M | +5.1% | -13.7% | +18.8% | +7.0% |
| 6M | +2.3% | -6.0% | +8.3% | +2.2% |
| YTD | +8.7% | -8.2% | +16.9% | +8.7% |
| 1Y | +26.8% | -46.2% | +73.0% | +37.7% |
| 3Y | +139.2% | +83.6% | +55.6% | +110.2% |
| 5Y | +251.1% | +212.7% | +38.4% | +177.7% |
| 10Y | +812.6% | +273.0% | +539.6% | +565.2% |
| All | +812.6% | +280.6% | +532.0% | +565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling