+960.0%
PH vs USFR
+28.5%
+931.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +3.0% | +0.1% | +3.0% | +3.0% |
| 30D | -0.6% | +0.4% | -1.0% | -0.8% |
| 3M | -10.7% | +1.1% | -11.8% | -11.1% |
| 6M | +9.1% | +2.0% | +7.1% | +8.2% |
| YTD | +9.5% | +3.4% | +6.1% | +8.0% |
| 1Y | +14.0% | +4.1% | +9.9% | +12.1% |
| 3Y | +138.9% | +14.3% | +124.5% | +124.9% |
| 5Y | +209.1% | +21.3% | +187.8% | +183.4% |
| 10Y | +737.3% | +28.5% | +708.8% | +652.3% |
| All | +960.0% | +28.5% | +931.5% | +841.3% |
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