+3,047.2%
DELL vs PH
+801.4%
+2,245.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.1% | -7.2% |
| 7D | +4.9% | +4.3% | +0.5% | +2.3% |
| 30D | -32.1% | +0.1% | -32.2% | -31.9% |
| 3M | -30.2% | -9.4% | -20.9% | -25.8% |
| 6M | +41.7% | +8.8% | +33.0% | +34.2% |
| YTD | +176.6% | +9.6% | +167.0% | +159.5% |
| 1Y | +159.9% | +14.4% | +145.5% | +137.9% |
| 3Y | +388.0% | +134.5% | +253.4% | +197.6% |
| 5Y | +578.2% | +204.4% | +373.8% | +251.8% |
| 10Y | +2,653.4% | +697.3% | +1,956.1% | +770.9% |
| All | +3,047.2% | +801.4% | +2,245.8% | +869.9% |
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