+806.9%
PH vs D
+35.0%
+771.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -3.1% | +1.5% | -4.5% | -3.6% |
| 30D | -3.2% | -2.6% | -0.7% | -2.4% |
| 3M | +10.6% | 0.0% | +10.6% | +10.4% |
| 6M | -2.1% | +7.4% | -9.5% | -5.4% |
| YTD | +10.2% | +15.9% | -5.7% | +3.4% |
| 1Y | +28.2% | +18.1% | +10.1% | +19.1% |
| 3Y | +134.9% | +58.4% | +76.5% | +88.3% |
| 5Y | +253.6% | +5.2% | +248.4% | +237.3% |
| All | +806.9% | +35.0% | +771.8% | +727.2% |
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