+196.7%
PH vs ROL
+13.1%
+183.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +4.9% | +3.4% |
| 7D | +2.0% | +9.5% | -7.5% | -0.3% |
| 30D | -3.7% | +22.9% | -26.6% | -8.8% |
| 3M | -14.0% | +3.5% | -17.6% | -14.9% |
| 6M | +2.1% | -29.4% | +31.5% | +12.6% |
| YTD | +5.1% | -36.1% | +41.1% | +19.1% |
| 1Y | +10.9% | -34.4% | +45.3% | +24.6% |
| 3Y | +132.9% | +4.0% | +128.9% | +117.8% |
| All | +196.7% | +13.1% | +183.6% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling