+132.9%
PH vs RL
+240.1%
-107.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.4% |
| 7D | +2.0% | -4.2% | +6.1% | +3.4% |
| 30D | -3.7% | +4.3% | -7.9% | -5.5% |
| 3M | -14.0% | -4.6% | -9.4% | -12.9% |
| 6M | +2.1% | +1.7% | +0.4% | +0.4% |
| YTD | +5.1% | +7.3% | -2.3% | +0.7% |
| 1Y | +10.9% | +20.8% | -9.9% | +1.2% |
| 3Y | +132.9% | +247.0% | -114.0% | +53.6% |
| All | +132.9% | +240.1% | -107.1% | +53.6% |
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