+797.8%
PH vs DGX
+255.3%
+542.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | -11.0% | -1.2% | -9.8% | -10.6% |
| 3M | +5.5% | +15.8% | -10.3% | -1.3% |
| 6M | +1.5% | +18.2% | -16.7% | -6.2% |
| YTD | +8.8% | +37.2% | -28.4% | -6.3% |
| 1Y | +24.5% | +30.4% | -5.9% | +9.3% |
| 3Y | +141.2% | +96.7% | +44.5% | +69.7% |
| 5Y | +256.3% | +67.2% | +189.1% | +166.6% |
| All | +797.8% | +255.3% | +542.5% | +353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling