+695.9%
PH vs DD
+97.1%
+598.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +4.3% | +5.0% | -0.6% | +1.2% |
| 30D | +0.1% | +19.7% | -19.5% | -11.1% |
| 3M | -9.4% | +7.2% | -16.6% | -13.8% |
| 6M | +8.8% | +1.0% | +7.7% | +6.7% |
| YTD | +9.6% | +29.1% | -19.5% | -9.5% |
| 1Y | +14.4% | +28.5% | -14.0% | -5.4% |
| 3Y | +134.5% | +89.4% | +45.1% | +42.8% |
| 5Y | +204.4% | +67.1% | +137.3% | +98.4% |
| All | +695.9% | +97.1% | +598.7% | +292.4% |
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