-34.4%
RKT vs PH
+26.6%
-61.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -1.0% | 0.0% | -1.0% | -0.9% |
| 30D | -2.4% | -10.3% | +7.9% | +3.8% |
| 3M | +1.9% | +5.1% | -3.2% | -3.6% |
| 6M | -13.9% | +2.3% | -16.1% | -17.0% |
| YTD | -30.6% | +8.7% | -39.3% | -33.3% |
| 1Y | -34.4% | +26.8% | -61.1% | -37.3% |
| All | -34.4% | +26.6% | -61.0% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling