+319.1%
DELL vs PH
+30.5%
+288.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +14.9% | -3.1% | +17.9% | +16.1% |
| 30D | +13.3% | -3.2% | +16.5% | +14.5% |
| 3M | +24.4% | +10.6% | +13.8% | +20.8% |
| 6M | +258.0% | -2.1% | +260.1% | +266.6% |
| YTD | +320.2% | +10.2% | +310.0% | +308.8% |
| 1Y | +319.1% | +28.2% | +290.8% | +292.4% |
| All | +319.1% | +30.5% | +288.5% | +292.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling