+250.3%
PH vs DGX
+59.5%
+190.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -3.1% | -3.5% | +0.3% | -2.2% |
| 30D | -11.8% | -2.7% | -9.1% | -11.1% |
| 3M | +6.9% | +13.9% | -7.0% | +2.9% |
| 6M | -1.3% | +16.0% | -17.3% | -5.7% |
| YTD | +7.0% | +34.9% | -28.0% | -2.6% |
| 1Y | +23.1% | +30.6% | -7.5% | +13.0% |
| 3Y | +135.4% | +93.0% | +42.4% | +85.9% |
| 5Y | +250.3% | +64.4% | +185.9% | +175.5% |
| All | +250.3% | +59.5% | +190.9% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling