+213.6%
PH vs D
+14.3%
+199.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.1% | +2.4% | -0.2% | +1.6% |
| 30D | +0.3% | +10.9% | -10.6% | -2.2% |
| 3M | -8.8% | +2.8% | -11.7% | -9.5% |
| 6M | +10.0% | +12.7% | -2.7% | +6.6% |
| YTD | +10.5% | +20.3% | -9.8% | +5.0% |
| 1Y | +15.5% | +17.1% | -1.6% | +10.5% |
| 3Y | +136.4% | +75.1% | +61.2% | +98.5% |
| 5Y | +213.6% | +13.1% | +200.4% | +207.9% |
| All | +213.6% | +14.3% | +199.3% | +207.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling