+5,978.5%
PH vs RL
+1,366.2%
+4,612.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.9% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | -3.2% | -7.8% | +4.5% | -0.4% |
| 3M | +10.6% | -4.0% | +14.6% | +11.9% |
| 6M | -2.1% | -1.9% | -0.2% | -2.3% |
| YTD | +10.2% | -0.2% | +10.4% | +9.1% |
| 1Y | +28.2% | +10.7% | +17.5% | +21.9% |
| 3Y | +134.9% | +210.8% | -75.9% | +50.8% |
| 5Y | +253.6% | +238.2% | +15.4% | +115.0% |
| 10Y | +804.7% | +313.4% | +491.4% | +383.1% |
| All | +5,978.5% | +1,366.2% | +4,612.4% | +1,799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling