-7.2%
RKT vs PH
+252.1%
-259.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +0.7% | -10.8% | +11.5% | +7.8% |
| 3M | +11.8% | +8.5% | +3.4% | +5.4% |
| 6M | -7.6% | +3.9% | -11.5% | -10.6% |
| YTD | -28.7% | +9.4% | -38.1% | -32.8% |
| 1Y | -32.6% | +26.8% | -59.4% | -42.2% |
| 3Y | +42.1% | +140.8% | -98.7% | -25.9% |
| 5Y | -7.2% | +253.8% | -260.9% | -65.6% |
| All | -7.2% | +252.1% | -259.2% | -65.6% |
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 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