+713.9%
PH vs ROP
+185.1%
+528.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | +2.1% | +0.2% | +1.9% | +1.7% |
| 30D | +0.3% | +30.3% | -30.0% | -17.4% |
| 3M | -8.8% | +17.8% | -26.6% | -20.0% |
| 6M | +10.0% | +38.9% | -28.9% | -16.1% |
| YTD | +10.5% | +7.6% | +2.9% | +0.5% |
| 1Y | +15.5% | +6.5% | +9.0% | +5.9% |
| 3Y | +136.4% | -6.3% | +142.6% | +136.5% |
| 5Y | +213.6% | +0.9% | +212.7% | +191.1% |
| 10Y | +713.9% | +180.7% | +533.2% | +229.9% |
| All | +713.9% | +185.1% | +528.8% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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