+196.7%
PH vs DAR
-41.1%
+237.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +2.0% | -9.9% | +11.9% | +4.7% |
| 30D | -3.7% | -16.4% | +12.7% | +0.6% |
| 3M | -14.0% | -17.1% | +3.0% | -10.5% |
| 6M | +2.1% | -20.5% | +22.6% | +7.1% |
| YTD | +5.1% | +39.4% | -34.4% | -6.5% |
| 1Y | +10.9% | +57.2% | -46.3% | -4.8% |
| 3Y | +132.9% | +13.9% | +119.1% | +109.6% |
| All | +196.7% | -41.1% | +237.7% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling