+966.7%
PH vs USFR
+27.5%
+939.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -3.2% | +0.3% | -3.5% | -3.4% |
| 3M | +10.6% | +1.0% | +9.6% | +10.1% |
| 6M | -2.1% | +1.9% | -4.1% | -2.9% |
| YTD | +10.2% | +2.6% | +7.6% | +9.0% |
| 1Y | +28.2% | +4.0% | +24.2% | +26.1% |
| 3Y | +134.9% | +14.1% | +120.8% | +121.3% |
| 5Y | +253.6% | +20.4% | +233.2% | +225.2% |
| 10Y | +804.7% | +28.0% | +776.7% | +714.6% |
| All | +966.7% | +27.5% | +939.1% | +850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling