+204.5%
PH vs ROIV
+413.4%
-208.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.1% |
| 7D | +7.4% | +9.2% | -1.8% | +6.4% |
| 30D | +0.5% | +19.9% | -19.4% | -1.4% |
| 3M | -10.2% | +10.6% | -20.8% | -11.5% |
| 6M | +8.9% | +36.1% | -27.2% | +5.0% |
| YTD | +9.7% | +84.3% | -74.6% | +2.2% |
| 1Y | +12.8% | +87.6% | -74.7% | +4.9% |
| 3Y | +134.6% | +353.9% | -219.3% | +99.9% |
| 5Y | +204.5% | +376.1% | -171.5% | +132.7% |
| All | +204.5% | +413.4% | -208.8% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling