+35.3%
DLR vs PH
+252.1%
-216.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -2.2% | -10.8% | +8.6% | +2.2% |
| 3M | +4.7% | +8.5% | -3.7% | +1.0% |
| 6M | +9.0% | +3.9% | +5.1% | +6.4% |
| YTD | +24.1% | +9.4% | +14.7% | +18.6% |
| 1Y | +20.9% | +26.8% | -5.8% | +8.5% |
| 3Y | +60.0% | +140.8% | -80.8% | +7.0% |
| 5Y | +35.3% | +253.8% | -218.5% | -26.8% |
| All | +35.3% | +252.1% | -216.8% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling