+250.0%
PH vs ROIV
+248.8%
+1.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.6% |
| 7D | -3.9% | -2.4% | -1.5% | -3.7% |
| 30D | -9.4% | +3.1% | -12.5% | -9.7% |
| 3M | -10.3% | +5.8% | -16.2% | -11.1% |
| 6M | +2.7% | +29.3% | -26.6% | -0.3% |
| YTD | +2.1% | +68.8% | -66.6% | -3.5% |
| 1Y | +16.2% | +81.0% | -64.8% | +9.0% |
| 3Y | +129.3% | +294.6% | -165.3% | +100.2% |
| 5Y | +191.7% | +373.1% | -181.4% | +136.0% |
| All | +250.0% | +248.8% | +1.2% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling