+141.0%
PH vs D
+56.9%
+84.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -3.2% | -3.6% | +0.3% | -2.6% |
| 3M | +10.6% | -1.0% | +11.6% | +10.7% |
| 6M | -2.1% | +6.3% | -8.4% | -3.5% |
| YTD | +10.2% | +14.7% | -4.5% | +6.9% |
| 1Y | +28.2% | +16.9% | +11.3% | +23.8% |
| All | +141.0% | +56.9% | +84.1% | +108.9% |
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