+792.3%
PH vs ROL
+203.4%
+589.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +0.4% | -3.4% | +3.8% | +1.8% |
| 30D | -10.8% | -6.9% | -3.9% | -8.2% |
| 3M | +8.5% | -24.6% | +33.1% | +20.9% |
| 6M | +3.9% | -39.5% | +43.5% | +27.2% |
| YTD | +9.4% | -41.1% | +50.5% | +34.8% |
| 1Y | +26.8% | -37.9% | +64.7% | +51.8% |
| 3Y | +140.8% | +0.8% | +140.0% | +124.6% |
| 5Y | +253.8% | -4.7% | +258.5% | +228.6% |
| 10Y | +792.3% | +207.9% | +584.5% | +359.4% |
| All | +792.3% | +203.4% | +589.0% | +359.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling