+22,018.4%
PH vs D
+2,488.7%
+19,529.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -3.9% | +6.9% | -10.8% | -6.9% |
| 30D | -9.4% | +12.3% | -21.7% | -14.4% |
| 3M | -10.3% | +3.0% | -13.4% | -12.1% |
| 6M | +2.7% | +12.8% | -10.1% | -3.9% |
| YTD | +2.1% | +22.6% | -20.4% | -8.2% |
| 1Y | +16.2% | +21.7% | -5.4% | +4.6% |
| 3Y | +129.3% | +83.9% | +45.3% | +65.2% |
| 5Y | +191.7% | +14.0% | +177.8% | +159.6% |
| 10Y | +759.2% | +45.6% | +713.7% | +553.8% |
| All | +22,018.4% | +2,488.7% | +19,529.7% | +5,298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling