+710.0%
PH vs D
+47.5%
+662.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +6.9% | -2.4% | +9.3% | +7.8% |
| 30D | +1.7% | +9.0% | -7.3% | -1.9% |
| 3M | -8.1% | +1.0% | -9.1% | -8.8% |
| 6M | +11.5% | +11.0% | +0.5% | +6.2% |
| YTD | +11.4% | +19.8% | -8.4% | +2.7% |
| 1Y | +14.1% | +16.0% | -1.9% | +6.4% |
| 3Y | +138.2% | +74.4% | +63.9% | +82.6% |
| 5Y | +216.0% | +13.5% | +202.4% | +190.7% |
| 10Y | +710.0% | +48.4% | +661.6% | +635.3% |
| All | +710.0% | +47.5% | +662.5% | +635.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling