+17,870.2%
PH vs ROP
+25,523.2%
-7,653.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.1% |
| 7D | -3.1% | -4.4% | +1.4% | -1.4% |
| 30D | -3.2% | +3.2% | -6.5% | -4.5% |
| 3M | +10.6% | +23.1% | -12.5% | +1.4% |
| 6M | -2.1% | +13.3% | -15.4% | -8.0% |
| YTD | +10.2% | -7.9% | +18.0% | +11.3% |
| 1Y | +28.2% | -22.1% | +50.3% | +37.7% |
| 3Y | +134.9% | -16.8% | +151.7% | +146.9% |
| 5Y | +253.6% | -13.5% | +267.2% | +266.6% |
| 10Y | +804.7% | +137.7% | +667.0% | +576.7% |
| All | +17,870.2% | +25,523.2% | -7,653.0% | +6,002.9% |
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 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