+209.7%
PH vs DAR
-27.0%
+236.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | +4.3% | +11.6% | -7.2% | +1.5% |
| 30D | +0.1% | -10.2% | +10.4% | +2.8% |
| 3M | -9.4% | -14.8% | +5.5% | -6.1% |
| 6M | +8.8% | -10.1% | +18.8% | +10.6% |
| YTD | +9.6% | +55.5% | -45.9% | -5.2% |
| 1Y | +14.4% | +61.7% | -47.2% | -2.4% |
| 3Y | +134.5% | +37.2% | +97.4% | +99.8% |
| All | +209.7% | -27.0% | +236.7% | +224.6% |
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