+2,218.5%
PH vs DG
+606.1%
+1,612.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -3.1% | +8.4% | -11.5% | -4.6% |
| 30D | -3.2% | +4.9% | -8.2% | -4.2% |
| 3M | +10.6% | +29.3% | -18.8% | +4.8% |
| 6M | -2.1% | -11.3% | +9.1% | -0.4% |
| YTD | +10.2% | +1.8% | +8.4% | +8.9% |
| 1Y | +28.2% | +25.3% | +2.9% | +20.9% |
| 3Y | +134.9% | +9.1% | +125.8% | +119.2% |
| 5Y | +253.6% | -34.9% | +288.5% | +274.6% |
| 10Y | +804.7% | +108.2% | +696.6% | +597.5% |
| All | +2,218.5% | +606.1% | +1,612.4% | +1,065.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling