+3,472.7%
DLR vs PH
+2,883.2%
+589.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +0.3% | +2.1% | -1.8% | -0.6% |
| 30D | +1.2% | +0.3% | +0.9% | +0.8% |
| 3M | -4.8% | -8.8% | +4.0% | -1.3% |
| 6M | -6.1% | +10.0% | -16.2% | -10.4% |
| YTD | +19.3% | +10.5% | +8.8% | +13.0% |
| 1Y | +10.0% | +15.5% | -5.6% | +2.2% |
| 3Y | +53.8% | +136.4% | -82.6% | +2.8% |
| 5Y | +39.1% | +213.6% | -174.5% | -19.4% |
| 10Y | +188.1% | +713.9% | -525.8% | -7.0% |
| All | +3,472.7% | +2,883.2% | +589.4% | +381.9% |
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