+253.8%
PH vs DOV
+19.9%
+233.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.5% |
| 7D | +0.4% | +2.5% | -2.1% | -1.7% |
| 30D | -10.8% | -7.5% | -3.3% | -4.7% |
| 3M | +8.5% | -9.7% | +18.1% | +17.3% |
| 6M | +3.9% | -6.1% | +10.0% | +8.2% |
| YTD | +9.4% | +0.5% | +8.9% | +6.8% |
| 1Y | +26.8% | +10.5% | +16.3% | +12.9% |
| 3Y | +140.8% | +41.7% | +99.1% | +71.8% |
| 5Y | +253.8% | +18.4% | +235.3% | +194.1% |
| All | +253.8% | +19.9% | +233.9% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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