+253.8%
PH vs USFR
+20.5%
+233.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.5% |
| 30D | -10.8% | +0.3% | -11.1% | -10.3% |
| 3M | +8.5% | +1.0% | +7.5% | +10.5% |
| 6M | +3.9% | +1.9% | +2.0% | +7.4% |
| YTD | +9.4% | +2.7% | +6.8% | +13.9% |
| 1Y | +26.8% | +4.0% | +22.8% | +33.4% |
| 3Y | +140.8% | +14.0% | +126.8% | +165.0% |
| 5Y | +253.8% | +20.4% | +233.4% | +326.1% |
| All | +253.8% | +20.5% | +233.3% | +326.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling