+797.8%
PH vs RNG
+222.9%
+575.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.3% | -6.1% | +4.8% | -0.5% |
| 30D | -11.0% | +9.6% | -20.6% | -12.2% |
| 3M | +5.5% | +83.3% | -77.8% | -3.7% |
| 6M | +1.5% | +77.9% | -76.5% | -8.1% |
| YTD | +8.8% | +139.9% | -131.1% | -7.4% |
| 1Y | +24.5% | +121.7% | -97.2% | +7.0% |
| 3Y | +141.2% | +121.9% | +19.3% | +101.4% |
| 5Y | +256.3% | -68.4% | +324.7% | +266.9% |
| All | +797.8% | +222.9% | +575.0% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling