+678.3%
DELL vs PH
+137.6%
+540.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.7% |
| 7D | +8.7% | 0.0% | +8.7% | +8.8% |
| 30D | +16.9% | -10.3% | +27.2% | +25.9% |
| 3M | +40.4% | +5.1% | +35.4% | +35.0% |
| 6M | +267.1% | +2.3% | +264.8% | +255.8% |
| YTD | +329.1% | +8.7% | +320.4% | +296.5% |
| 1Y | +346.9% | +26.8% | +320.2% | +264.0% |
| All | +678.3% | +137.6% | +540.7% | +369.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling