+209.1%
PH vs SFM
+102.7%
+106.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +3.0% | -10.2% | +13.3% | +4.3% |
| 30D | -0.6% | -23.9% | +23.3% | +2.0% |
| 3M | -10.7% | -42.3% | +31.5% | -5.1% |
| 6M | +9.1% | -40.1% | +49.2% | +15.0% |
| YTD | +9.5% | -37.8% | +47.3% | +14.1% |
| 1Y | +14.0% | -37.1% | +51.1% | +18.4% |
| 3Y | +138.9% | +21.5% | +117.3% | +117.4% |
| 5Y | +209.1% | +103.8% | +105.4% | +156.6% |
| All | +209.1% | +102.7% | +106.4% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling