+3,922.7%
DELL vs PH
+804.8%
+3,117.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -4.4% |
| 7D | -1.9% | -3.1% | +1.2% | 0.0% |
| 30D | +14.9% | -11.8% | +26.7% | +23.8% |
| 3M | +37.2% | +6.9% | +30.3% | +31.6% |
| 6M | +254.0% | -1.3% | +255.3% | +252.5% |
| YTD | +306.1% | +7.0% | +299.2% | +285.3% |
| 1Y | +312.3% | +23.1% | +289.2% | +257.9% |
| 3Y | +654.0% | +135.4% | +518.7% | +355.6% |
| 5Y | +1,055.3% | +250.3% | +805.0% | +454.4% |
| All | +3,922.7% | +804.8% | +3,117.9% | +1,170.3% |
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