-35.9%
RBLX vs PH
+241.2%
-277.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +20.2% | -10.3% | +30.5% | +27.9% |
| 3M | +3.5% | +5.1% | -1.5% | -1.5% |
| 6M | -28.9% | +2.3% | -31.2% | -31.7% |
| YTD | -45.1% | +8.7% | -53.7% | -49.2% |
| 1Y | -66.2% | +26.8% | -93.0% | -72.1% |
| 3Y | +53.5% | +139.2% | -85.7% | -24.2% |
| 5Y | -48.4% | +251.1% | -299.5% | -81.3% |
| All | -35.9% | +241.2% | -277.2% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling