+854.6%
DE vs PH
+804.8%
+49.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | -2.4% | -3.1% | +0.8% | -0.6% |
| 30D | +9.7% | -11.8% | +21.5% | +17.6% |
| 3M | +21.4% | +6.9% | +14.4% | +16.1% |
| 6M | +15.0% | -1.3% | +16.3% | +14.8% |
| YTD | +46.4% | +7.0% | +39.5% | +39.4% |
| 1Y | +45.6% | +23.1% | +22.5% | +26.9% |
| 3Y | +76.8% | +135.4% | -58.6% | -0.3% |
| 5Y | +99.4% | +250.3% | -150.9% | -15.0% |
| All | +854.6% | +804.8% | +49.8% | +135.2% |
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