+134.5%
PH vs SFM
+27.3%
+107.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | +4.3% | +6.0% | -1.7% | +3.9% |
| 30D | +0.1% | -19.5% | +19.6% | +1.4% |
| 3M | -9.4% | -37.0% | +27.6% | -6.1% |
| 6M | +8.8% | -41.0% | +49.8% | +13.2% |
| YTD | +9.6% | -34.6% | +44.3% | +12.6% |
| 1Y | +14.4% | -36.3% | +50.7% | +18.0% |
| 3Y | +134.5% | +24.5% | +110.0% | +139.0% |
| All | +134.5% | +27.3% | +107.2% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling