+14.1%
PH vs ROL
-33.3%
+47.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +6.9% | +0.8% | +6.1% | +6.9% |
| 30D | +1.7% | +20.6% | -18.9% | +1.4% |
| 3M | -8.1% | +4.5% | -12.6% | -7.4% |
| 6M | +11.5% | -26.5% | +38.0% | +19.1% |
| YTD | +11.4% | -34.8% | +46.2% | +20.1% |
| 1Y | +14.1% | -33.2% | +47.3% | +21.4% |
| All | +14.1% | -33.3% | +47.4% | +21.4% |
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