+812.6%
PH vs DAR
+364.6%
+447.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.3% | +7.4% | -17.7% | -13.1% |
| 3M | +5.1% | +15.7% | -10.6% | -1.6% |
| 6M | +2.3% | +30.0% | -27.7% | -9.3% |
| YTD | +8.7% | +87.5% | -78.8% | -16.9% |
| 1Y | +26.8% | +113.4% | -86.6% | -9.0% |
| 3Y | +139.2% | +15.3% | +123.9% | +109.6% |
| 5Y | +251.1% | -4.3% | +255.4% | +214.1% |
| 10Y | +812.6% | +380.2% | +432.4% | +247.9% |
| All | +812.6% | +364.6% | +447.9% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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