+792.3%
PH vs RL
+304.3%
+488.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.4% |
| 30D | -10.8% | -12.2% | +1.4% | -5.7% |
| 3M | +8.5% | -6.6% | +15.1% | +11.3% |
| 6M | +3.9% | +3.2% | +0.8% | +1.3% |
| YTD | +9.4% | -1.3% | +10.7% | +8.4% |
| 1Y | +26.8% | +13.6% | +13.2% | +17.6% |
| 3Y | +140.8% | +210.9% | -70.1% | +38.0% |
| 5Y | +253.8% | +246.9% | +6.9% | +85.8% |
| 10Y | +792.3% | +310.1% | +482.3% | +315.8% |
| All | +792.3% | +304.3% | +488.0% | +315.8% |
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