+507.7%
PH vs DT
+98.4%
+409.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -10.3% | +0.1% | -10.3% | -10.5% |
| 3M | +5.1% | +24.1% | -19.0% | -1.5% |
| 6M | +2.3% | +30.1% | -27.8% | -6.7% |
| YTD | +8.7% | +16.8% | -8.1% | +1.5% |
| 1Y | +26.8% | -0.1% | +26.9% | +23.5% |
| 3Y | +139.2% | +6.8% | +132.3% | +125.3% |
| 5Y | +251.1% | -28.4% | +279.5% | +252.8% |
| All | +507.7% | +98.4% | +409.3% | +286.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling