-20.0%
RKT vs PH
+462.8%
-482.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.3% |
| 7D | +4.6% | +2.1% | +2.5% | +3.3% |
| 30D | +25.9% | +0.3% | +25.6% | +24.7% |
| 3M | +5.0% | -8.8% | +13.8% | +9.1% |
| 6M | -7.9% | +10.0% | -17.9% | -13.9% |
| YTD | -25.4% | +10.5% | -35.8% | -30.0% |
| 1Y | -15.4% | +15.5% | -30.9% | -22.4% |
| 3Y | +83.3% | +136.4% | -53.0% | +10.3% |
| 5Y | -0.8% | +213.6% | -214.4% | -51.9% |
| All | -20.0% | +462.8% | -482.8% | -72.6% |
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