+755.9%
DE vs PH
+698.6%
+57.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | +0.3% | +4.1% | -3.8% | -2.0% |
| 30D | +3.6% | -0.1% | +3.6% | +3.0% |
| 3M | +10.2% | -9.6% | +19.8% | +15.7% |
| 6M | +16.6% | +8.5% | +8.0% | +9.7% |
| YTD | +45.8% | +9.4% | +36.4% | +36.0% |
| 1Y | +43.9% | +14.2% | +29.7% | +30.7% |
| 3Y | +89.6% | +134.0% | -44.4% | +7.0% |
| 5Y | +100.3% | +203.8% | -103.5% | -7.2% |
| All | +755.9% | +698.6% | +57.3% | +107.4% |
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