+62.2%
DIA vs PH
+142.4%
-80.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.2% | -3.1% | +2.9% | +0.8% |
| 30D | -1.5% | -3.2% | +1.7% | -0.7% |
| 3M | +3.8% | +10.6% | -6.8% | 0.0% |
| 6M | +10.3% | -2.1% | +12.4% | +10.3% |
| YTD | +12.1% | +10.2% | +1.9% | +7.6% |
| 1Y | +18.6% | +28.2% | -9.6% | +7.8% |
| All | +62.2% | +142.4% | -80.3% | +21.4% |
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 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