+122.8%
DAL vs PH
+759.6%
-636.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | 0.0% |
| 7D | +8.8% | +2.0% | +6.8% | +6.9% |
| 30D | +5.4% | -3.7% | +9.1% | +7.6% |
| 3M | -4.9% | -14.0% | +9.1% | +6.0% |
| 6M | +19.8% | +2.1% | +17.7% | +16.1% |
| YTD | +27.0% | +5.1% | +21.9% | +19.4% |
| 1Y | +52.5% | +10.9% | +41.5% | +37.4% |
| 3Y | +173.8% | +132.9% | +40.9% | +37.0% |
| 5Y | +104.5% | +200.1% | -95.5% | -17.6% |
| All | +122.8% | +759.6% | -636.7% | -55.0% |
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