+15.5%
PH vs SFM
-38.0%
+53.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.8% |
| 7D | +2.1% | -6.9% | +9.0% | +1.7% |
| 30D | +0.3% | -25.0% | +25.2% | -1.6% |
| 3M | -8.8% | -42.7% | +33.9% | -11.8% |
| 6M | +10.0% | -41.0% | +51.0% | +7.0% |
| YTD | +10.5% | -38.7% | +49.1% | +10.4% |
| 1Y | +15.5% | -38.1% | +53.7% | +14.8% |
| All | +15.5% | -38.0% | +53.5% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling