+42.1%
RKT vs PH
+141.1%
-99.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +0.7% | -10.8% | +11.5% | +6.6% |
| 3M | +11.8% | +8.5% | +3.4% | +6.3% |
| 6M | -7.6% | +3.9% | -11.5% | -10.2% |
| YTD | -28.7% | +9.4% | -38.1% | -32.0% |
| 1Y | -32.6% | +26.8% | -59.4% | -40.1% |
| 3Y | +42.1% | +140.8% | -98.7% | -23.4% |
| All | +42.1% | +141.1% | -99.0% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling