+381.8%
DAL vs PH
+1,842.9%
-1,461.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -2.9% |
| 7D | +4.6% | -3.9% | +8.5% | +7.4% |
| 30D | +2.3% | -9.4% | +11.7% | +9.2% |
| 3M | -8.1% | -10.3% | +2.2% | -1.6% |
| 6M | +21.4% | +2.7% | +18.7% | +17.5% |
| YTD | +24.3% | +2.1% | +22.2% | +20.0% |
| 1Y | +47.4% | +16.2% | +31.2% | +28.7% |
| 3Y | +164.6% | +129.3% | +35.3% | +40.3% |
| 5Y | +100.2% | +191.7% | -91.5% | -12.0% |
| 10Y | +124.9% | +759.2% | -634.4% | -55.9% |
| All | +381.8% | +1,842.9% | -1,461.0% | -60.3% |
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