+26.8%
PH vs ROP
-23.1%
+49.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -1.0% |
| 7D | +0.4% | -5.4% | +5.8% | -0.2% |
| 30D | -10.8% | -1.6% | -9.2% | -10.9% |
| 3M | +8.5% | +18.8% | -10.4% | +10.2% |
| 6M | +3.9% | +8.2% | -4.3% | +5.5% |
| YTD | +9.4% | -10.5% | +19.9% | +11.6% |
| 1Y | +26.8% | -23.7% | +50.5% | +28.5% |
| All | +26.8% | -23.1% | +49.9% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling