+14,606.5%
DE vs PH
+25,456.4%
-10,849.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +2.3% | +6.9% | -4.6% | -1.3% |
| 30D | +9.3% | +1.7% | +7.7% | +7.8% |
| 3M | +12.2% | -8.1% | +20.4% | +16.3% |
| 6M | +18.1% | +11.5% | +6.6% | +10.1% |
| YTD | +49.8% | +11.4% | +38.4% | +39.3% |
| 1Y | +46.4% | +14.1% | +32.3% | +34.2% |
| 3Y | +92.5% | +138.2% | -45.7% | +14.7% |
| 5Y | +107.4% | +216.0% | -108.6% | +3.6% |
| 10Y | +784.1% | +710.0% | +74.1% | +156.7% |
| All | +14,606.5% | +25,456.4% | -10,849.8% | +755.6% |
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