+125.6%
DAL vs PH
+737.8%
-612.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | +10.7% | +2.1% | +8.6% | +8.7% |
| 30D | +12.5% | +0.3% | +12.3% | +11.5% |
| 3M | +3.6% | -8.8% | +12.4% | +10.4% |
| 6M | +26.7% | +10.0% | +16.7% | +15.9% |
| YTD | +34.3% | +10.5% | +23.8% | +21.5% |
| 1Y | +59.1% | +15.5% | +43.6% | +39.1% |
| 3Y | +179.9% | +136.4% | +43.5% | +38.4% |
| 5Y | +119.1% | +213.6% | -94.4% | -14.8% |
| 10Y | +125.6% | +713.9% | -588.3% | -55.9% |
| All | +125.6% | +737.8% | -612.2% | -55.9% |
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