+132.9%
PH vs D
+79.5%
+53.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.0% |
| 7D | +2.0% | +3.0% | -1.0% | +1.6% |
| 30D | -3.7% | +11.5% | -15.2% | -5.1% |
| 3M | -14.0% | +3.7% | -17.8% | -14.4% |
| 6M | +2.1% | +13.5% | -11.4% | 0.0% |
| YTD | +5.1% | +20.7% | -15.7% | +1.7% |
| 1Y | +10.9% | +18.2% | -7.3% | +7.7% |
| 3Y | +132.9% | +73.3% | +59.6% | +110.7% |
| All | +132.9% | +79.5% | +53.4% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling