+140.8%
PH vs DG
+10.3%
+130.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.7% |
| 7D | +0.4% | -2.5% | +2.9% | +0.4% |
| 30D | -10.8% | +1.0% | -11.8% | -10.8% |
| 3M | +8.5% | +20.3% | -11.9% | +8.5% |
| 6M | +3.9% | -11.7% | +15.7% | +3.9% |
| YTD | +9.4% | -2.3% | +11.7% | +9.6% |
| 1Y | +26.8% | +20.0% | +6.8% | +27.6% |
| 3Y | +140.8% | +7.2% | +133.6% | +163.5% |
| All | +140.8% | +10.3% | +130.5% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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