+2.1%
PH vs RL
+3.0%
-0.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.2% |
| 7D | +2.0% | -4.2% | +6.1% | +2.9% |
| 30D | -3.7% | +4.3% | -7.9% | -4.9% |
| 3M | -14.0% | -4.6% | -9.4% | -13.4% |
| 6M | +2.1% | +1.7% | +0.4% | +1.3% |
| All | +2.1% | +3.0% | -0.9% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling