+277.5%
PH vs ROIV
+232.7%
+44.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -3.2% | +1.0% | -4.2% | -3.4% |
| 3M | +10.6% | +18.3% | -7.7% | +8.7% |
| 6M | -2.1% | +18.3% | -20.5% | -3.9% |
| YTD | +10.2% | +61.0% | -50.8% | +4.9% |
| 1Y | +28.2% | +177.9% | -149.7% | +15.9% |
| 3Y | +134.9% | +199.1% | -64.2% | +108.8% |
| 5Y | +253.6% | +250.7% | +2.9% | +193.5% |
| All | +277.5% | +232.7% | +44.9% | +213.0% |
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