+196.7%
PH vs DD
+58.5%
+138.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +2.0% | +4.6% | -2.6% | -0.7% |
| 30D | -3.7% | +11.8% | -15.5% | -9.7% |
| 3M | -14.0% | +2.2% | -16.2% | -15.4% |
| 6M | +2.1% | -1.6% | +3.7% | +2.0% |
| YTD | +5.1% | +23.0% | -17.9% | -8.8% |
| 1Y | +10.9% | +26.9% | -16.0% | -5.5% |
| 3Y | +132.9% | +77.9% | +55.1% | +54.5% |
| All | +196.7% | +58.5% | +138.2% | +105.3% |
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