+5,695.6%
PH vs RL
+1,476.5%
+4,219.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.3% |
| 7D | +2.0% | -4.2% | +6.1% | +3.3% |
| 30D | -3.7% | +4.3% | -7.9% | -5.3% |
| 3M | -14.0% | -4.6% | -9.4% | -12.9% |
| 6M | +2.1% | +1.7% | +0.4% | +0.3% |
| YTD | +5.1% | +7.3% | -2.3% | +1.0% |
| 1Y | +10.9% | +20.8% | -9.9% | +2.0% |
| 3Y | +132.9% | +247.0% | -114.0% | +43.4% |
| 5Y | +200.1% | +225.5% | -25.4% | +85.0% |
| 10Y | +783.8% | +363.0% | +420.8% | +352.8% |
| All | +5,695.6% | +1,476.5% | +4,219.1% | +1,658.5% |
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