-34.5%
RBLX vs PH
+241.5%
-276.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.3% |
| 7D | +5.1% | -1.3% | +6.3% | +5.8% |
| 30D | +28.0% | -11.0% | +39.0% | +36.9% |
| 3M | +4.6% | +5.5% | -0.9% | -0.8% |
| 6M | -24.7% | +1.5% | -26.1% | -27.1% |
| YTD | -43.8% | +8.8% | -52.6% | -48.2% |
| 1Y | -65.8% | +24.5% | -90.3% | -71.4% |
| 3Y | +59.4% | +141.2% | -81.8% | -21.8% |
| 5Y | -48.2% | +256.3% | -304.5% | -81.2% |
| All | -34.5% | +241.5% | -276.0% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling