+351.3%
DAL vs PH
+1,995.9%
-1,644.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | +0.1% | -3.1% | +3.2% | +2.4% |
| 30D | -13.9% | -3.2% | -10.7% | -12.2% |
| 3M | +1.1% | +10.6% | -9.5% | -6.6% |
| 6M | +26.2% | -2.1% | +28.4% | +26.9% |
| YTD | +16.4% | +10.2% | +6.2% | +7.1% |
| 1Y | +33.9% | +28.2% | +5.6% | +9.5% |
| 3Y | +93.4% | +134.9% | -41.5% | +0.9% |
| 5Y | +106.4% | +253.6% | -147.3% | -20.9% |
| 10Y | +143.0% | +804.7% | -661.8% | -53.8% |
| All | +351.3% | +1,995.9% | -1,644.6% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling