+196.7%
PH vs ROIV
+378.2%
-181.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +2.3% |
| 7D | +2.0% | +5.3% | -3.3% | +1.4% |
| 30D | -3.7% | +11.9% | -15.6% | -4.8% |
| 3M | -14.0% | +10.7% | -24.7% | -15.2% |
| 6M | +2.1% | +34.9% | -32.8% | -1.5% |
| YTD | +5.1% | +79.2% | -74.1% | -1.8% |
| 1Y | +10.9% | +89.0% | -78.1% | +3.1% |
| 3Y | +132.9% | +337.3% | -204.4% | +99.2% |
| All | +196.7% | +378.2% | -181.5% | +129.3% |
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 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