+216.0%
PH vs DG
-32.2%
+248.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +6.9% | -3.0% | +9.9% | +7.1% |
| 30D | +1.7% | +8.6% | -6.9% | +1.1% |
| 3M | -8.1% | +15.0% | -23.2% | -9.1% |
| 6M | +11.5% | +32.7% | -21.2% | +9.0% |
| YTD | +11.4% | +5.5% | +5.9% | +10.7% |
| 1Y | +14.1% | +34.6% | -20.5% | +11.4% |
| 3Y | +138.2% | +24.2% | +114.0% | +130.9% |
| 5Y | +216.0% | -32.3% | +248.2% | +253.6% |
| All | +216.0% | -32.2% | +248.2% | +253.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling