+512.9%
PH vs DT
+75.7%
+437.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.3% | +3.1% | +1.2% | +3.6% |
| 30D | +0.1% | -29.5% | +29.7% | +8.5% |
| 3M | -9.4% | -11.7% | +2.3% | -7.5% |
| 6M | +8.8% | +29.0% | -20.2% | -0.6% |
| YTD | +9.6% | +3.4% | +6.3% | +4.7% |
| 1Y | +14.4% | -4.2% | +18.7% | +11.6% |
| 3Y | +134.5% | -12.8% | +147.4% | +131.3% |
| 5Y | +204.4% | -39.6% | +244.0% | +218.7% |
| All | +512.9% | +75.7% | +437.3% | +298.4% |
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