+56.9%
DLR vs PH
+142.4%
-85.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | -3.1% | +4.6% | +2.7% |
| 30D | -3.4% | -3.2% | -0.1% | -2.4% |
| 3M | +0.5% | +10.6% | -10.1% | -3.5% |
| 6M | +4.6% | -2.1% | +6.7% | +4.6% |
| YTD | +23.4% | +10.2% | +13.2% | +17.9% |
| 1Y | +19.0% | +28.2% | -9.2% | +7.2% |
| All | +56.9% | +142.4% | -85.5% | +8.7% |
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