+14.1%
PH vs ROIV
+96.8%
-82.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | 0.0% |
| 3M | -8.1% | +18.7% | -26.9% | -9.8% |
| 6M | +11.5% | +44.5% | -33.0% | +6.9% |
| YTD | +11.4% | +92.9% | -81.5% | +4.8% |
| 1Y | +14.1% | +100.2% | -86.1% | +6.5% |
| All | +14.1% | +96.8% | -82.7% | +6.5% |
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