+23,761.0%
PH vs RRC
+1,202.2%
+22,558.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | -3.2% | +10.1% | -13.4% | -4.4% |
| 3M | +10.6% | +4.0% | +6.6% | +9.8% |
| 6M | -2.1% | +1.6% | -3.7% | -2.8% |
| YTD | +10.2% | +19.7% | -9.5% | +7.1% |
| 1Y | +28.2% | +21.4% | +6.8% | +24.2% |
| 3Y | +134.9% | +29.7% | +105.2% | +124.2% |
| 5Y | +253.6% | +153.9% | +99.8% | +203.7% |
| 10Y | +804.7% | +10.8% | +793.9% | +659.0% |
| All | +23,761.0% | +1,202.2% | +22,558.8% | +17,938.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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