+196.7%
PH vs RL
+226.8%
-30.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.4% |
| 7D | +2.0% | -4.2% | +6.1% | +3.5% |
| 30D | -3.7% | +4.3% | -7.9% | -5.7% |
| 3M | -14.0% | -4.6% | -9.4% | -12.8% |
| 6M | +2.1% | +1.7% | +0.4% | 0.0% |
| YTD | +5.1% | +7.3% | -2.3% | +0.1% |
| 1Y | +10.9% | +20.8% | -9.9% | +0.1% |
| 3Y | +132.9% | +247.0% | -114.0% | +26.2% |
| All | +196.7% | +226.8% | -30.1% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling