+23,825.0%
PH vs RRC
+1,491.2%
+22,333.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.3% |
| 7D | +2.1% | -5.2% | +7.3% | +2.8% |
| 30D | +0.3% | +25.2% | -24.9% | -2.7% |
| 3M | -8.8% | +27.4% | -36.2% | -11.8% |
| 6M | +10.0% | +27.0% | -16.9% | +6.3% |
| YTD | +10.5% | +46.3% | -35.8% | +4.5% |
| 1Y | +15.5% | +37.1% | -21.6% | +10.0% |
| 3Y | +136.4% | +60.2% | +76.2% | +119.4% |
| 5Y | +213.6% | +136.6% | +76.9% | +171.2% |
| 10Y | +713.9% | +68.8% | +645.1% | +550.5% |
| All | +23,825.0% | +1,491.2% | +22,333.7% | +17,494.1% |
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