+134.6%
PH vs RL
+254.6%
-120.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +7.4% | +2.4% | +5.0% | +6.4% |
| 30D | +0.5% | +4.6% | -4.1% | -1.5% |
| 3M | -10.2% | -1.1% | -9.1% | -10.2% |
| 6M | +8.9% | +16.5% | -7.6% | +1.5% |
| YTD | +9.7% | +11.4% | -1.7% | +3.6% |
| 1Y | +12.8% | +16.1% | -3.3% | +4.6% |
| All | +134.6% | +254.6% | -120.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling