+281.6%
PH vs ROIV
+298.6%
-17.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | +6.9% | +9.5% | -2.6% | +6.0% |
| 30D | +1.7% | +21.0% | -19.3% | -0.2% |
| 3M | -8.1% | +18.7% | -26.9% | -9.9% |
| 6M | +11.5% | +44.5% | -33.0% | +7.2% |
| YTD | +11.4% | +92.9% | -81.5% | +4.0% |
| 1Y | +14.1% | +100.2% | -86.1% | +6.1% |
| 3Y | +138.2% | +375.0% | -236.8% | +105.0% |
| 5Y | +216.0% | +435.2% | -219.2% | +152.5% |
| All | +281.6% | +298.6% | -17.0% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling