+1.7%
RKT vs PH
+197.3%
-195.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | -0.1% |
| 7D | +17.7% | +2.0% | +15.7% | +16.0% |
| 30D | +31.6% | -3.7% | +35.3% | +33.2% |
| 3M | +13.9% | -14.0% | +28.0% | +23.5% |
| 6M | +2.8% | +2.1% | +0.7% | -0.8% |
| YTD | -22.2% | +5.1% | -27.3% | -25.9% |
| 1Y | -3.5% | +10.9% | -14.5% | -11.0% |
| 3Y | +95.3% | +132.9% | -37.7% | +0.5% |
| All | +1.7% | +197.3% | -195.6% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling