+99.3%
DE vs PH
+253.8%
-154.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +9.6% | -10.8% | +20.5% | +15.7% |
| 3M | +19.0% | +8.5% | +10.5% | +13.9% |
| 6M | +16.1% | +3.9% | +12.1% | +13.0% |
| YTD | +47.0% | +9.4% | +37.6% | +39.8% |
| 1Y | +43.1% | +26.8% | +16.4% | +26.2% |
| 3Y | +77.5% | +140.8% | -63.3% | +8.7% |
| All | +99.3% | +253.8% | -154.5% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling