+3,290.5%
DELL vs PH
+801.7%
+2,488.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | +0.2% |
| 7D | +17.1% | +7.4% | +9.8% | +12.4% |
| 30D | -35.1% | +0.5% | -35.5% | -35.1% |
| 3M | -23.3% | -10.2% | -13.0% | -17.9% |
| 6M | +55.8% | +8.9% | +46.9% | +47.5% |
| YTD | +198.0% | +9.7% | +188.3% | +179.5% |
| 1Y | +166.6% | +12.8% | +153.7% | +146.1% |
| 3Y | +427.6% | +134.6% | +293.0% | +221.8% |
| 5Y | +630.6% | +204.5% | +426.1% | +278.9% |
| 10Y | +2,866.3% | +697.5% | +2,168.7% | +838.0% |
| All | +3,290.5% | +801.7% | +2,488.9% | +944.6% |
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