+209.7%
PH vs RSG
+99.6%
+110.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.3% | +2.5% | +1.9% | +3.6% |
| 30D | +0.1% | +12.7% | -12.6% | -3.9% |
| 3M | -9.4% | +17.9% | -27.3% | -14.5% |
| 6M | +8.8% | +25.0% | -16.2% | -0.2% |
| YTD | +9.6% | +20.8% | -11.2% | +1.3% |
| 1Y | +14.4% | +24.3% | -9.8% | +4.2% |
| 3Y | +134.5% | +65.3% | +69.3% | +81.1% |
| All | +209.7% | +99.6% | +110.1% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling