+23,825.0%
PH vs DD
+1,166.0%
+22,659.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +2.1% | +2.2% | -0.1% | +1.0% |
| 30D | +0.3% | +20.7% | -20.4% | -9.2% |
| 3M | -8.8% | +11.3% | -20.1% | -14.0% |
| 6M | +10.0% | +6.0% | +4.1% | +5.8% |
| YTD | +10.5% | +31.7% | -21.2% | -5.7% |
| 1Y | +15.5% | +32.2% | -16.7% | -1.7% |
| 3Y | +136.4% | +92.7% | +43.7% | +61.7% |
| 5Y | +213.6% | +72.1% | +141.5% | +125.7% |
| 10Y | +713.9% | +99.7% | +614.2% | +427.3% |
| All | +23,825.0% | +1,166.0% | +22,659.0% | +5,796.2% |
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