+142.5%
PH vs DD
+47.4%
+95.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -3.1% | -3.5% | +0.4% | -1.4% |
| 30D | -3.2% | -10.3% | +7.1% | +1.6% |
| 3M | +10.6% | -7.5% | +18.1% | +14.3% |
| 6M | -2.1% | -8.0% | +5.9% | +0.9% |
| YTD | +10.2% | +10.5% | -0.3% | +3.2% |
| 1Y | +28.2% | +38.3% | -10.0% | +6.0% |
| All | +142.5% | +47.4% | +95.1% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling