+19.3%
PH vs ROIV
+97.8%
-78.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.1% | -9.8% | -4.1% |
| 7D | -0.2% | +3.0% | -3.2% | -0.4% |
| 30D | -6.7% | +6.8% | -13.6% | -7.3% |
| 3M | -8.1% | +10.5% | -18.6% | -9.2% |
| 6M | +5.3% | +34.8% | -29.5% | +1.6% |
| YTD | +4.2% | +76.2% | -72.0% | -1.3% |
| 1Y | +19.3% | +92.4% | -73.1% | +10.3% |
| All | +19.3% | +97.8% | -78.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling