+251.1%
PH vs RNG
-70.2%
+321.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | 0.0% | -4.1% | +4.1% | +0.5% |
| 30D | -10.3% | +8.6% | -18.9% | -11.3% |
| 3M | +5.1% | +78.0% | -72.9% | -3.2% |
| 6M | +2.3% | +67.0% | -64.7% | -6.0% |
| YTD | +8.7% | +142.4% | -133.7% | -7.2% |
| 1Y | +26.8% | +120.4% | -93.7% | +9.6% |
| 3Y | +139.2% | +122.1% | +17.1% | +100.1% |
| 5Y | +251.1% | -69.8% | +321.0% | +242.9% |
| All | +251.1% | -70.2% | +321.3% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling