+812.6%
PH vs USFR
+28.0%
+784.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -10.3% | +0.3% | -10.6% | -10.5% |
| 3M | +5.1% | +1.0% | +4.1% | +4.2% |
| 6M | +2.3% | +1.9% | +0.3% | +0.6% |
| YTD | +8.7% | +2.7% | +6.0% | +6.2% |
| 1Y | +26.8% | +4.0% | +22.8% | +22.2% |
| 3Y | +139.2% | +14.0% | +125.2% | +108.4% |
| 5Y | +251.1% | +20.4% | +230.7% | +187.5% |
| 10Y | +812.6% | +28.0% | +784.6% | +621.7% |
| All | +812.6% | +28.0% | +784.6% | +621.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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