+213.5%
PH vs DOV
+29.1%
+184.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +2.1% | -0.7% | +2.9% | +2.7% |
| 30D | +0.3% | +12.3% | -12.0% | -9.2% |
| 3M | -8.8% | +1.2% | -10.0% | -9.8% |
| 6M | +10.0% | -3.1% | +13.1% | +11.9% |
| YTD | +10.5% | +9.4% | +1.1% | +0.2% |
| 1Y | +15.5% | +17.6% | -2.1% | -2.0% |
| 3Y | +136.4% | +66.5% | +69.8% | +45.9% |
| All | +213.5% | +29.1% | +184.4% | +131.9% |
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