+138.9%
PH vs USFR
+14.3%
+124.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +3.0% | +0.1% | +3.0% | +3.3% |
| 30D | -0.6% | +0.4% | -1.0% | +0.9% |
| 3M | -10.7% | +1.1% | -11.8% | -6.4% |
| 6M | +9.1% | +2.0% | +7.1% | +19.9% |
| YTD | +9.5% | +3.4% | +6.1% | +25.3% |
| 1Y | +14.0% | +4.1% | +9.9% | +32.1% |
| 3Y | +138.9% | +14.3% | +124.5% | +178.9% |
| All | +138.9% | +14.3% | +124.6% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling