+22,650.5%
PH vs RRC
+1,414.2%
+21,236.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.2% |
| 7D | +2.0% | -10.8% | +12.8% | +3.4% |
| 30D | -3.7% | +22.3% | -26.0% | -6.2% |
| 3M | -14.0% | +26.6% | -40.7% | -16.8% |
| 6M | +2.1% | +18.9% | -16.8% | -0.6% |
| YTD | +5.1% | +39.2% | -34.1% | 0.0% |
| 1Y | +10.9% | +34.0% | -23.0% | +6.0% |
| 3Y | +132.9% | +42.0% | +90.9% | +119.4% |
| 5Y | +200.1% | +111.9% | +88.2% | +162.9% |
| 10Y | +783.8% | +62.8% | +721.0% | +609.5% |
| All | +22,650.5% | +1,414.2% | +21,236.3% | +16,732.6% |
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