+253.8%
PH vs DD
+61.7%
+192.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | -10.8% | -7.4% | -3.4% | -7.1% |
| 3M | +8.5% | -6.4% | +14.9% | +12.0% |
| 6M | +3.9% | -2.5% | +6.4% | +4.1% |
| YTD | +9.4% | +10.2% | -0.8% | +1.5% |
| 1Y | +26.8% | +36.9% | -10.2% | +2.6% |
| 3Y | +140.8% | +47.0% | +93.8% | +81.2% |
| 5Y | +253.8% | +63.1% | +190.6% | +145.5% |
| All | +253.8% | +61.7% | +192.1% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling