+961.6%
PH vs USFR
+28.6%
+933.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | +0.5% | +0.4% | +0.1% | +0.3% |
| 3M | -10.2% | +1.0% | -11.3% | -10.6% |
| 6M | +8.9% | +2.0% | +6.9% | +8.0% |
| YTD | +9.7% | +3.4% | +6.2% | +8.1% |
| 1Y | +12.8% | +4.1% | +8.7% | +10.9% |
| 3Y | +134.6% | +14.4% | +120.2% | +120.8% |
| 5Y | +204.5% | +21.4% | +183.1% | +179.1% |
| 10Y | +697.5% | +28.5% | +669.0% | +616.5% |
| All | +961.6% | +28.6% | +933.0% | +842.5% |
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