+17,033.9%
PH vs ROP
+29,884.4%
-12,850.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.9% |
| 7D | +2.0% | +2.1% | -0.1% | +1.0% |
| 30D | -3.7% | +32.9% | -36.6% | -14.1% |
| 3M | -14.0% | +20.0% | -34.1% | -20.6% |
| 6M | +2.1% | +36.4% | -34.3% | -11.0% |
| YTD | +5.1% | +7.8% | -2.8% | -0.9% |
| 1Y | +10.9% | +8.0% | +3.0% | +4.6% |
| 3Y | +132.9% | -3.5% | +136.4% | +129.3% |
| 5Y | +200.1% | +1.5% | +198.6% | +190.2% |
| 10Y | +783.8% | +198.5% | +585.3% | +503.5% |
| All | +17,033.9% | +29,884.4% | -12,850.5% | +5,335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling