+19.3%
PH vs DT
-5.1%
+24.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.8% |
| 7D | -0.2% | -25.5% | +25.3% | -3.8% |
| 30D | -6.7% | -22.3% | +15.6% | -9.4% |
| 3M | -8.1% | +2.3% | -10.5% | -6.6% |
| 6M | +5.3% | +20.7% | -15.4% | +10.6% |
| YTD | +4.2% | +7.9% | -3.7% | +8.3% |
| 1Y | +19.3% | -5.7% | +25.1% | +22.3% |
| All | +19.3% | -5.1% | +24.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling