+984.3%
PH vs RNG
+340.1%
+644.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +4.3% | +4.6% | -0.3% | +3.7% |
| 30D | +0.1% | +0.4% | -0.3% | -0.1% |
| 3M | -9.4% | +11.4% | -20.8% | -11.1% |
| 6M | +8.8% | +95.7% | -86.9% | -2.7% |
| YTD | +9.6% | +162.9% | -153.3% | -8.4% |
| 1Y | +14.4% | +180.3% | -165.8% | -5.4% |
| 3Y | +134.5% | +188.3% | -53.8% | +87.6% |
| 5Y | +204.4% | -72.5% | +277.0% | +223.1% |
| 10Y | +697.3% | +236.7% | +460.6% | +405.4% |
| All | +984.3% | +340.1% | +644.2% | +541.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling