+989.9%
PH vs RNG
+327.7%
+662.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.3% |
| 7D | -3.1% | +5.8% | -8.8% | -3.8% |
| 30D | -3.2% | +19.6% | -22.9% | -5.7% |
| 3M | +10.6% | +67.0% | -56.4% | +1.9% |
| 6M | -2.1% | +88.4% | -90.5% | -12.5% |
| YTD | +10.2% | +155.5% | -145.3% | -7.3% |
| 1Y | +28.2% | +141.7% | -113.5% | +8.4% |
| 3Y | +134.9% | +131.1% | +3.8% | +94.4% |
| 5Y | +253.6% | -70.6% | +324.2% | +270.5% |
| 10Y | +804.7% | +228.2% | +576.5% | +476.0% |
| All | +989.9% | +327.7% | +662.2% | +548.7% |
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