+134.5%
PH vs RNG
+179.0%
-44.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +4.3% | +4.6% | -0.3% | +4.0% |
| 30D | +0.1% | +0.4% | -0.3% | 0.0% |
| 3M | -9.4% | +11.4% | -20.8% | -10.4% |
| 6M | +8.8% | +95.7% | -86.9% | +1.3% |
| YTD | +9.6% | +162.9% | -153.3% | -4.8% |
| 1Y | +14.4% | +180.3% | -165.8% | -2.0% |
| 3Y | +134.5% | +188.3% | -53.8% | +97.6% |
| All | +134.5% | +179.0% | -44.5% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling