+121.4%
DAL vs PH
+725.6%
-604.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.6% |
| 7D | +2.3% | +6.9% | -4.6% | -2.7% |
| 30D | +14.3% | +1.7% | +12.6% | +12.0% |
| 3M | +1.3% | -8.1% | +9.4% | +7.3% |
| 6M | +29.3% | +11.5% | +17.8% | +17.0% |
| YTD | +33.0% | +11.4% | +21.6% | +19.6% |
| 1Y | +59.8% | +14.1% | +45.8% | +41.1% |
| 3Y | +177.2% | +138.2% | +38.9% | +36.2% |
| 5Y | +118.4% | +216.0% | -97.6% | -15.7% |
| 10Y | +121.4% | +710.0% | -588.6% | -57.1% |
| All | +121.4% | +725.6% | -604.2% | -57.1% |
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