+713.9%
PH vs RL
+369.1%
+344.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.1% | +1.3% | +0.8% | +1.3% |
| 30D | +0.3% | +7.6% | -7.4% | -3.2% |
| 3M | -8.8% | -1.5% | -7.3% | -8.6% |
| 6M | +10.0% | +12.1% | -2.0% | +3.3% |
| YTD | +10.5% | +13.9% | -3.4% | +2.5% |
| 1Y | +15.5% | +20.7% | -5.1% | +4.2% |
| 3Y | +136.4% | +260.6% | -124.2% | +26.7% |
| 5Y | +213.6% | +248.9% | -35.3% | +65.1% |
| 10Y | +713.9% | +355.9% | +358.0% | +253.1% |
| All | +713.9% | +369.1% | +344.8% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling