+22,650.5%
PH vs DD
+1,082.4%
+21,568.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +2.0% | +4.6% | -2.6% | -0.5% |
| 30D | -3.7% | +11.8% | -15.5% | -9.3% |
| 3M | -14.0% | +2.2% | -16.2% | -15.3% |
| 6M | +2.1% | -1.6% | +3.7% | +1.9% |
| YTD | +5.1% | +23.0% | -17.9% | -7.2% |
| 1Y | +10.9% | +26.9% | -16.0% | -3.6% |
| 3Y | +132.9% | +77.9% | +55.1% | +66.0% |
| 5Y | +200.1% | +59.9% | +140.2% | +124.2% |
| 10Y | +783.8% | +90.1% | +693.7% | +487.9% |
| All | +22,650.5% | +1,082.4% | +21,568.1% | +5,705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling