+812.6%
PH vs DD
+64.9%
+747.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.0% |
| 7D | 0.0% | -3.8% | +3.8% | +2.4% |
| 30D | -10.3% | -9.2% | -1.1% | -4.7% |
| 3M | +5.1% | -9.0% | +14.1% | +11.0% |
| 6M | +2.3% | -5.0% | +7.2% | +4.1% |
| YTD | +8.7% | +7.4% | +1.3% | +1.4% |
| 1Y | +26.8% | +35.1% | -8.4% | +0.4% |
| 3Y | +139.2% | +43.2% | +96.0% | +75.6% |
| 5Y | +251.1% | +59.6% | +191.5% | +132.9% |
| 10Y | +812.6% | +66.5% | +746.1% | +398.2% |
| All | +812.6% | +64.9% | +747.6% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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