+19.3%
PH vs ROL
-34.1%
+53.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.4% | -3.6% |
| 7D | -0.2% | +14.6% | -14.8% | -0.1% |
| 30D | -6.7% | +29.3% | -36.0% | -6.9% |
| 3M | -8.1% | +2.0% | -10.1% | -7.3% |
| 6M | +5.3% | -28.5% | +33.9% | +12.1% |
| YTD | +4.2% | -35.3% | +39.5% | +12.6% |
| 1Y | +19.3% | -34.7% | +54.0% | +30.4% |
| All | +19.3% | -34.1% | +53.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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