+517.7%
PH vs DT
+70.5%
+447.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +2.1% | -7.5% | +9.7% | +4.1% |
| 30D | +0.3% | -31.5% | +31.8% | +9.4% |
| 3M | -8.8% | -14.0% | +5.2% | -6.3% |
| 6M | +10.0% | +6.9% | +3.2% | +5.5% |
| YTD | +10.5% | +0.3% | +10.1% | +6.3% |
| 1Y | +15.5% | -6.9% | +22.4% | +13.5% |
| 3Y | +136.4% | -13.9% | +150.2% | +133.7% |
| 5Y | +213.6% | -39.9% | +253.5% | +228.2% |
| All | +517.7% | +70.5% | +447.2% | +304.4% |
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