+28.2%
PH vs ROL
-35.4%
+63.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.1% | -1.4% | -1.6% | -3.0% |
| 30D | -3.2% | -4.1% | +0.8% | -3.1% |
| 3M | +10.6% | -22.5% | +33.1% | +12.5% |
| 6M | -2.1% | -37.7% | +35.5% | +2.5% |
| YTD | +10.2% | -39.6% | +49.8% | +16.2% |
| 1Y | +28.2% | -36.0% | +64.2% | +35.7% |
| All | +28.2% | -35.4% | +63.6% | +35.7% |
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